BEL 20 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.95% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 15.44 | |
| 0.1181 | 43.12 | |
| 0.8565 | 290.04 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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