BEL 20 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.60% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 2.72 | |
| 0.1747 | 35.42 | |
| 0.9673 | 610.29 | |
| -0.1084 | -28.01 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices