IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.14% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 10.02 | |
| 0.0990 | 38.02 | |
| 0.8722 | 375.96 | |
| 0.5763 | 23.76 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices