AEX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7847 | 10.16 | |
| 0.1141 | 6.59 | |
| 0.7770 | 25.42 | |
| 0.0095 | 1.39 | |
| -0.0128 | -1.27 | |
| 0.0006 | 0.11 |
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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