V-Lab: AEX-Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:12.69% (-0.55%)

Analysis last updated: Friday, October 17, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8325	223.06
$γ$	0.1843	43.08
$λ_{1}$	0.0080	4.10
$λ_{2}$	0.0438	3.88
$λ_{3}$	0.9495	72.81

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts