IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.99% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 8.16 | |
| 0.1581 | 28.95 | |
| 0.9726 | 914.13 | |
| -0.0863 | -23.78 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices