IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:11.79% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 8.02 | |
| 0.1576 | 28.71 | |
| 0.9729 | 905.84 | |
| -0.0858 | -23.59 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices