V-Lab: AEX-Index MEM Volatility Analysis

Skip to main content

V-Lab

AEX-Index MEM Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:12.53% (-1.01%)

Analysis last updated: Friday, November 28, 2025 at 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0314	10.92
$α$	0.2342	56.32
$β$	0.7469	255.95

Estimation Period:
Jul 4, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts