IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:10.49% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 10.10 | |
| 0.0983 | 37.63 | |
| 0.8730 | 374.69 | |
| 0.5727 | 23.53 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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