IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 8.18 | |
| 0.1583 | 28.88 | |
| 0.9726 | 913.23 | |
| -0.0863 | -23.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices