Skip to main content
V-Lab
V-Lab
IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.14% (-0.49%)
Analysis last updated: Friday, October 17, 2025 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IBEX 35 Index GAS-GARCH-T
paramt-stat
ω1.77768.57
α0.086835.06
β0.9856536.51
ν8.11665.82
Estimation Period:
Jan 2, 1990 to Oct 17, 2025