V-Lab
V-Lab
IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:12.20% (-0.54%)
Analysis last updated: Tuesday, October 7, 2025 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IBEX 35 Index GAS-GARCH-T
paramt-stat
ω1.77958.61
α0.086734.96
β0.9855535.31
ν8.11845.81
Estimation Period:
Jan 2, 1990 to Oct 3, 2025