AEX-Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.50%
decreased by 0.09%
1 Week
11.84%
increased by 0.25%
1 Month
13.06%
increased by 1.47%
Analysis last updated: Thursday, June 11, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 32.69 | |
| 0.0889 | 35.13 | |
| 0.9042 | 407.11 | |
| 0.5947 | 19.98 | |
| 1.1706 | 43.38 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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