IBEX 35 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 21.69 | |
| 0.1088 | 34.64 | |
| 0.8689 | 336.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices