BEL 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.33% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 17.22 | |
| 0.0271 | 10.49 | |
| 0.8712 | 383.12 | |
| 0.1513 | 22.62 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices