AEX-Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.03 | |
| 0.0952 | 38.00 | |
| 0.8807 | 357.99 | |
| 0.5267 | 18.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices