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

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AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:12.46% (-0.62%)

Analysis last updated: Thursday, December 18, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8318	222.11
$γ$	0.1847	43.28
$λ_{1}$	0.0078	4.09
$λ_{2}$	0.0438	3.89
$λ_{3}$	0.9496	73.10

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

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