IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
22.37%
decreased by 0.57%
1 Week
22.34%
decreased by 0.60%
1 Month
22.22%
decreased by 0.72%
Analysis last updated: Saturday, May 9, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7852 | 8.69 | |
| 0.0873 | 35.04 | |
| 0.9854 | 536.10 | |
| 8.1184 | 5.85 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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