IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.14% (-0.49%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.7776 | 8.57 | |
0.0868 | 35.06 | |
0.9856 | 536.51 | |
8.1166 | 5.82 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
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