AEX-Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.02% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 19.47 | |
| 0.1068 | 46.48 | |
| 0.8765 | 337.26 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices