AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.23% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 18.47 | |
| 0.0234 | 8.38 | |
| 0.8919 | 412.74 | |
| 0.1304 | 24.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices