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V-Lab
V-Lab
AEX-Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:12.71% (+2.66%)
Analysis last updated: Tuesday, October 28, 2025 at 04:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AEX-Index AGARCH
paramt-stat
ω0.00692.76
α0.095037.46
β0.8809354.64
γ0.532318.17
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts