AEX-Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:14.04% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 32.57 | |
| 0.0890 | 35.09 | |
| 0.9043 | 407.14 | |
| 0.5912 | 19.95 | |
| 1.1722 | 43.09 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices