IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:22.98% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 8.31 | |
| 0.1597 | 29.10 | |
| 0.9723 | 906.96 | |
| -0.0869 | -23.89 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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