IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.18% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 10.04 | |
| 0.0991 | 38.00 | |
| 0.8722 | 375.44 | |
| 0.5758 | 23.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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