IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.28% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 22.61 | |
| 0.0322 | 10.89 | |
| 0.8806 | 419.73 | |
| 0.1257 | 20.51 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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