AEX-Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:13.92% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.03 | |
| 0.0954 | 38.00 | |
| 0.8805 | 357.33 | |
| 0.5269 | 18.45 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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