AEX-Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.34% (-1.44%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0330 | 36.64 | |
0.1369 | 33.28 | |
0.7687 | 266.43 | |
0.1355 | 21.37 |
Estimation Period:
Jul 4, 1990 to Oct 10, 2025
Jul 4, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices