AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:10.56% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.29 | |
| 0.0230 | 8.18 | |
| 0.8921 | 410.71 | |
| 0.1310 | 24.50 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices