V-Lab: AEX-Index MEM Volatility Analysis

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V-Lab

AEX-Index MEM Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:10.26% (-0.34%)

Analysis last updated: Monday, December 8, 2025 at 04:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0314	10.91
$α$	0.2344	56.36
$β$	0.7466	255.79

Estimation Period:
Jul 4, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts