AEX Volatility Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4910 | 20.19 | |
| 0.1617 | 19.74 | |
| 0.8357 | 157.17 | |
| -0.1317 | -12.39 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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