AEX Volatility Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3295 | 23.11 | |
| 0.1071 | 30.71 | |
| 0.8346 | 170.47 |
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 GARCH Analyses on Volatility Indices