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

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:11.03% (+0.28%)

Analysis last updated: Tuesday, September 16, 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
$β$	0.8328	224.55
$γ$	0.1844	43.05
$λ_{1}$	0.0078	4.10
$λ_{2}$	0.0438	3.89
$λ_{3}$	0.9497	73.21

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts