Ageas GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.11% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 21.12 | |
| 0.0441 | 17.60 | |
| 0.8999 | 444.17 | |
| 0.0858 | 14.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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