AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:18.19% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5642 | 7.60 | |
| 0.0924 | 40.04 | |
| 0.9889 | 624.30 | |
| 8.3555 | 6.68 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
Other GAS-GARCH Student T Analyses on Equity Indices