IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.60% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 22.62 | |
| 0.0322 | 10.90 | |
| 0.8805 | 419.70 | |
| 0.1258 | 20.51 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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