AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.21% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8321 | 220.85 | |
| 0.1836 | 43.03 | |
| 0.0081 | 4.10 | |
| 0.0436 | 3.87 | |
| 0.9496 | 72.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices