BEL 20 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.27% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 8.76 | |
| 0.1033 | 43.70 | |
| 0.8638 | 364.80 | |
| 0.5097 | 28.36 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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