AEX-Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.37% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 19.46 | |
| 0.1071 | 46.51 | |
| 0.8762 | 336.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices