V-Lab: IBEX 35 Index GJR-GARCH Volatility Analysis

V-Lab

IBEX 35 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:15.81% (-0.65%)

Analysis last updated: Tuesday, July 1, 2025 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	21.87
$α$	0.0322	10.78
$β$	0.8806	417.56
$γ$	0.1253	20.10

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts