BEL 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.49% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0225 | 6.58 | |
| 0.8542 | 322.95 | |
| 0.1580 | 35.51 | |
| 0.0091 | 6.62 | |
| 0.0201 | 4.47 | |
| 0.9711 | 164.21 |
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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