IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:20.59% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7666 | 8.79 | |
| 0.0875 | 34.84 | |
| 0.9852 | 535.15 | |
| 8.1815 | 5.78 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
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