AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:13.39% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5590 | 7.50 | |
| 0.0917 | 40.15 | |
| 0.9891 | 624.01 | |
| 8.3058 | 6.69 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
Other GAS-GARCH Student T Analyses on Equity Indices