AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.30% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5605 | 7.52 | |
| 0.0918 | 40.13 | |
| 0.9890 | 625.18 | |
| 8.3235 | 6.68 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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