AEX-Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
17.86%
decreased by 0.85%
1 Week
17.87%
decreased by 0.84%
1 Month
17.91%
decreased by 0.80%
Analysis last updated: Thursday, April 2, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 18.49 | |
| 0.0232 | 8.33 | |
| 0.8923 | 414.27 | |
| 0.1299 | 24.40 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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