V-Lab: AEX-Index MEM Volatility Analysis

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V-Lab

AEX-Index MEM Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:11.57% (+0.06%)

Analysis last updated: Friday, October 31, 2025 at 04:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0313	10.88
$α$	0.2345	56.30
$β$	0.7467	255.53

Estimation Period:
Jul 4, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts