BEL 20 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.24% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 2.74 | |
| 0.1750 | 35.44 | |
| 0.9673 | 609.11 | |
| -0.1082 | -27.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices