Home Invest Belgium GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.60% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1071 | 5.81 | |
| 0.0586 | 4.96 | |
| 0.9153 | 109.40 | |
| -0.0300 | -1.81 |
Estimation Period:
Feb 16, 2009 to Feb 13, 2026
Feb 16, 2009 to Feb 13, 2026
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