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V-Lab
V-Lab
AEX-Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:14.03% (-0.33%)
Analysis last updated: Thursday, November 27, 2025 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AEX-Index AGARCH
paramt-stat
ω0.00692.75
α0.094937.43
β0.8811355.29
γ0.532318.17
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts