BEL 20 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.16%
decreased by 0.46%
1 Week
12.48%
decreased by 0.14%
1 Month
13.54%
increased by 0.92%
Analysis last updated: Wednesday, June 10, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 26.15 | |
| 0.0953 | 32.70 | |
| 0.8865 | 394.01 | |
| 0.5807 | 26.19 | |
| 1.3151 | 40.26 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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