AEX-Index GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:16.07% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 19.50 | |
| 0.1067 | 46.54 | |
| 0.8767 | 338.23 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices