AEX-Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
14.94%
decreased by 0.60%
1 Week
15.08%
decreased by 0.46%
1 Month
15.54%
decreased by 0.00%
Analysis last updated: Saturday, May 9, 2026 at 02:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 18.49 | |
| 0.0228 | 8.21 | |
| 0.8924 | 414.30 | |
| 0.1306 | 24.67 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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