IBEX 35 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:12.62% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 21.59 | |
| 0.1085 | 34.54 | |
| 0.8690 | 336.16 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices