IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:12.90% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7664 | 8.67 | |
| 0.0872 | 34.94 | |
| 0.9854 | 533.49 | |
| 8.1340 | 5.81 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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