AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:16.42% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8320 | 220.41 | |
| 0.1832 | 43.06 | |
| 0.0083 | 4.11 | |
| 0.0443 | 3.85 | |
| 0.9488 | 71.26 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices