AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.84% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5473 | 7.64 | |
| 0.0920 | 39.95 | |
| 0.9888 | 622.29 | |
| 8.3333 | 6.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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