BEL20

BEL20 (Belgium)

23 October 2025

Returns

Returns chart for BEL20 showing historical price movements

Data density with normal and t(3)

Data density chart for BEL20 with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for BEL20 showing risk forecasts

Expected Shortfall

Expected Shortfall chart for BEL20 showing tail risk measures

Risk forecasts

Type	HS	MA	EWMA	GARCH	tGARCH	EVT	ModelRisk	Mean
VaR	2.50000000	2.20000005	1.79999995	1.89999998	2.09999990	2.50000000	1.39999998	2.20000005
ES	3.50000000	2.50000000	2.09999990	2.20000005	2.70000005	3.70000005	1.79999995	2.80000019

Price drop given year

Price drop given year chart for BEL20 showing historical decline patterns

Probability of price drop

Probability of price drop chart for BEL20 showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for BEL20

Quantile-Quantile plots

Quantile-Quantile QQ plots for BEL20 across various tail thicknesses.

Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson