IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:12.59% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7676 | 8.70 | |
| 0.0871 | 34.93 | |
| 0.9853 | 534.63 | |
| 8.1470 | 5.79 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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