IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:12.89% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7703 | 8.70 | |
| 0.0872 | 34.90 | |
| 0.9853 | 533.75 | |
| 8.1396 | 5.80 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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