AEX-Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.71% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 36.92 | |
| 0.1369 | 33.40 | |
| 0.7687 | 267.18 | |
| 0.1348 | 21.31 |
Estimation Period:
Jul 4, 1990 to Jan 9, 2026
Jul 4, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices