IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:11.42% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7750 | 8.54 | |
| 0.0866 | 35.11 | |
| 0.9857 | 538.03 | |
| 8.1118 | 5.83 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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