AEX-Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.11% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 32.63 | |
| 0.0892 | 35.17 | |
| 0.9041 | 407.05 | |
| 0.5908 | 19.99 | |
| 1.1719 | 43.14 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices