AEX-Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
11.69%
decreased by 0.22%
1 Week
12.00%
increased by 0.09%
1 Month
13.06%
increased by 1.15%
Analysis last updated: Wednesday, June 10, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 19.52 | |
| 0.1062 | 46.62 | |
| 0.8771 | 340.23 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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