AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.88% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5498 | 7.57 | |
| 0.0918 | 40.15 | |
| 0.9890 | 626.34 | |
| 8.3363 | 6.69 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
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