Home Invest Belgium GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.21% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 12.45 | |
| 0.0591 | 14.36 | |
| 0.9348 | 415.44 | |
| 0.0098 | 1.32 |
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Jan 24, 2007 to Feb 13, 2026
News Impact Curve
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