BEL 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:10.36% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 17.22 | |
| 0.0269 | 10.43 | |
| 0.8713 | 384.01 | |
| 0.1515 | 22.66 |
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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