AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:16.65% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 18.47 | |
| 0.0235 | 8.40 | |
| 0.8914 | 410.61 | |
| 0.1311 | 24.41 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices