IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.33% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 10.25 | |
| 0.0987 | 37.76 | |
| 0.8724 | 373.95 | |
| 0.5725 | 23.59 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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