AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.08% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5610 | 7.47 | |
| 0.0918 | 40.14 | |
| 0.9891 | 622.83 | |
| 8.2904 | 6.71 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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