IBEX 35 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.54% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 21.69 | |
| 0.1087 | 34.64 | |
| 0.8690 | 337.20 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices