BEL 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.14% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0226 | 6.62 | |
| 0.8541 | 322.55 | |
| 0.1578 | 35.45 | |
| 0.0092 | 6.60 | |
| 0.0201 | 4.46 | |
| 0.9711 | 163.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices