AEX-Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.68% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 36.89 | |
| 0.1364 | 33.36 | |
| 0.7690 | 267.84 | |
| 0.1352 | 21.41 |
Estimation Period:
Jul 4, 1990 to Jan 16, 2026
Jul 4, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices