AEX-Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.35% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 32.54 | |
| 0.0892 | 35.13 | |
| 0.9040 | 406.12 | |
| 0.5905 | 19.96 | |
| 1.1728 | 43.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices