BEL 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.69%
increased by 0.36%
1 Week
12.03%
increased by 0.70%
1 Month
13.12%
increased by 1.79%
Analysis last updated: Friday, June 12, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 17.47 | |
| 0.0268 | 10.59 | |
| 0.8721 | 385.72 | |
| 0.1502 | 22.85 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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