IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.32% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 21.93 | |
| 0.0320 | 10.78 | |
| 0.8814 | 419.91 | |
| 0.1246 | 20.18 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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