V-Lab
AEX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 4th, 2021:114.54% (-5.66%)
Analysis last updated: Sunday, March 21, 2021 at 05:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1817 | 36.12 | |
| 0.7893 | 110.99 | |
| -0.1569 | -21.46 | |
| 0.0095 | 0.84 | |
| 0.0056 | 5.47 | |
| 0.9944 | 815.06 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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