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V-Lab
V-Lab
AEX-Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:12.48% (+0.71%)
Analysis last updated: Thursday, December 18, 2025 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AEX-Index GARCH
paramt-stat
ω0.023919.26
α0.107046.37
β0.8765336.08
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts