BEL 20 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.43% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 8.85 | |
| 0.1033 | 43.69 | |
| 0.8638 | 364.30 | |
| 0.5082 | 28.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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