AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:10.34% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5641 | 7.46 | |
| 0.0920 | 40.19 | |
| 0.9891 | 624.04 | |
| 8.2979 | 6.73 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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