V-Lab
V-Lab
IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 18th, 2021:18.29% (2.25%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IBEX 35 Index GJR-GARCH
paramt-stat
ω0.032919.87
α0.02169.37
β0.9056449.42
γ0.108021.49
Estimation Period:
Jan 2, 1990 to Jan 15, 2021
Impact of return on volatility tomorrow
Volatility Forecasts