AEX-Index EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
14.09%
decreased by 0.49%
1 Week
14.27%
decreased by 0.31%
1 Month
14.93%
increased by 0.35%
Analysis last updated: Friday, April 17, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.63 | |
| 0.1604 | 38.56 | |
| 0.9775 | 967.78 | |
| -0.0952 | -26.66 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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