AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:12.06% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 18.30 | |
| 0.0227 | 8.07 | |
| 0.8922 | 410.02 | |
| 0.1314 | 24.58 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices