AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:14.67% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5467 | 7.64 | |
| 0.0921 | 39.95 | |
| 0.9888 | 621.11 | |
| 8.3263 | 6.69 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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