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IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:19.16% (+0.75%)
Analysis last updated: Friday, November 28, 2025 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IBEX 35 Index GAS-GARCH-T
paramt-stat
ω1.77868.68
α0.087134.90
β0.9853534.35
ν8.14005.79
Estimation Period:
Jan 2, 1990 to Nov 21, 2025