AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.29% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8325 | 220.99 | |
| 0.1830 | 42.99 | |
| 0.0082 | 4.10 | |
| 0.0438 | 3.86 | |
| 0.9494 | 72.30 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices