BEL 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:22.39% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 17.51 | |
| 0.0270 | 10.48 | |
| 0.8705 | 380.14 | |
| 0.1520 | 22.68 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices