BEL 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.54% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0225 | 6.60 | |
| 0.8541 | 322.69 | |
| 0.1579 | 35.49 | |
| 0.0092 | 6.61 | |
| 0.0201 | 4.46 | |
| 0.9711 | 163.73 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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