Home Invest Belgium GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.63% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 20.30 | |
| 0.1384 | 15.39 | |
| 0.8031 | 157.20 | |
| 0.0406 | 2.35 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
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