BEL 20 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.93% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 25.97 | |
| 0.0958 | 32.59 | |
| 0.8859 | 391.48 | |
| 0.5777 | 25.97 | |
| 1.3216 | 40.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices