V-Lab: AEX-Index GARCH Volatility Analysis

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V-Lab

AEX-Index GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:12.56% (+0.72%)

Analysis last updated: Friday, November 7, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	19.32
$α$	0.1068	46.24
$β$	0.8767	336.41

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts