IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.41% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7684 | 8.77 | |
| 0.0875 | 34.82 | |
| 0.9852 | 534.28 | |
| 8.1745 | 5.78 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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