AEX-Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.17% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 36.90 | |
| 0.1362 | 33.38 | |
| 0.7693 | 268.63 | |
| 0.1349 | 21.41 |
Estimation Period:
Jul 4, 1990 to Feb 13, 2026
Jul 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices