IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.01%
increased by 2.34%
1 Week
21.01%
increased by 2.34%
1 Month
21.03%
increased by 2.36%
Analysis last updated: Thursday, May 21, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7814 | 8.71 | |
| 0.0873 | 35.03 | |
| 0.9853 | 536.08 | |
| 8.1216 | 5.84 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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