AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:13.42% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 18.31 | |
| 0.0227 | 8.05 | |
| 0.8923 | 410.45 | |
| 0.1313 | 24.61 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices