AEX Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1831 | 15.12 | |
| 0.1523 | 17.86 | |
| 0.9500 | 347.85 | |
| 0.1091 | 15.34 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
Other AEX Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices