AEX-Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.39% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.58 | |
| 0.1608 | 38.12 | |
| 0.9774 | 960.16 | |
| -0.0959 | -26.57 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices