IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.43% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7699 | 8.74 | |
| 0.0875 | 34.83 | |
| 0.9852 | 532.55 | |
| 8.1541 | 5.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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