AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.15% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5548 | 7.60 | |
| 0.0918 | 39.98 | |
| 0.9889 | 622.72 | |
| 8.3174 | 6.68 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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