IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.18%
increased by 3.31%
1 Week
17.31%
increased by 3.44%
1 Month
17.77%
increased by 3.90%
Analysis last updated: Friday, June 12, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7746 | 8.71 | |
| 0.0870 | 34.94 | |
| 0.9853 | 533.43 | |
| 8.0933 | 5.85 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Equity Indices