IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.36% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7718 | 8.56 | |
| 0.0874 | 35.08 | |
| 0.9856 | 535.93 | |
| 8.1194 | 5.85 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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