AEX-Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:14.38% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 32.55 | |
| 0.0891 | 34.78 | |
| 0.9043 | 402.63 | |
| 0.5984 | 19.80 | |
| 1.1635 | 42.92 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices