We apply the finite size scaling technique to quantify the statistical properties of fluctuations in AU, AL and AE indices and in the ε parameter that represents energy input from the solar wind into the magnetosphere. We find that the exponents needed to rescale the probability density functions (PDF) of the fluctuations are the same to within experimental error for all four quantities. This self-similarity persists for time scales up to ~4 hours for AU, AL and ε and up to ~2 hours for AE. Fluctuations on shorter time scales than these are found to have similar long-tailed (leptokurtic) PDF, consistent with an underlying turbulent process. These quantitative and model-independent results place important constraints on models for the coupled solar wind-magnetosphere system.