AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:10.69% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.31 | |
| 0.0228 | 8.10 | |
| 0.8923 | 410.43 | |
| 0.1310 | 24.55 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices