Afc Ajax Nv AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.43% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 20.82 | |
| 0.0859 | 29.84 | |
| 0.9087 | 344.45 | |
| 0.0309 | 0.27 |
Estimation Period:
May 8, 1998 to Feb 6, 2026
May 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities