AEX Volatility Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
98.56%
1 Week
98.64%
1 Month
98.85%
Analysis last updated: Thursday, December 31, 2020 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5221 | 12.33 | |
| 0.1021 | 36.22 | |
| 0.8207 | 218.04 | |
| -3.8177 | -25.49 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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