Home Invest Belgium EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.80% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 20.02 | |
| 0.3194 | 43.91 | |
| 0.9146 | 189.87 | |
| -0.0127 | -1.19 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
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