This study examines changes in volatility clusters and volatility patterns using GARCH class models in the Netherlands stock market in the context of the COVID-19 pandemic and global financial crisis (GFC) pandemic. The movement pattern of the AEX stock market index during the sample period from January 3, 2000 to December 2, 2022 a daily closing adjusted prices considered for the empirical investigation. The global financial crisis and the COVID-19 pandemic's effects are both included in the sample period. GARCH (1,1), GJR (1,1), and EGARCH (1,1) models are part of the econometric framework. By adding further empirical data on the long-term behavior of the Netherlands stock market, this empirical study adds to the body of current literature. We find changes in volatility after the COVID – 19 pandemic period, sharp rise in the index levels and presence of leverage effect in returns.