IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:11.18% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 10.13 | |
| 0.0989 | 37.90 | |
| 0.8722 | 374.33 | |
| 0.5744 | 23.66 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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