AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.85% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 18.49 | |
| 0.0233 | 8.36 | |
| 0.8921 | 413.38 | |
| 0.1303 | 24.41 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices