AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:11.04% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5527 | 7.55 | |
| 0.0918 | 40.14 | |
| 0.9890 | 625.56 | |
| 8.3274 | 6.69 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
Other GAS-GARCH Student T Analyses on Equity Indices