V-Lab
V-Lab
AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:10.17% (+0.31%)
Analysis last updated: Tuesday, October 7, 2025 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AEX-Index GJR-GARCH
paramt-stat
ω0.025418.19
α0.02288.08
β0.8920408.99
γ0.131824.60
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts