IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:22.78% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7868 | 8.69 | |
| 0.0880 | 34.91 | |
| 0.9852 | 531.70 | |
| 8.1374 | 5.83 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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