AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.31% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 18.32 | |
| 0.0226 | 8.04 | |
| 0.8924 | 410.66 | |
| 0.1312 | 24.62 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices