IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.47% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 7.87 | |
| 0.1573 | 28.56 | |
| 0.9731 | 900.19 | |
| -0.0855 | -23.41 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices