V-Lab: IBEX 35 Index GJR-GARCH Volatility Analysis

V-Lab

IBEX 35 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 10th, 2025:47.48% (-0.70%)

Analysis last updated: Wednesday, April 9, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0425	21.58
$α$	0.0309	10.48
$β$	0.8842	418.47
$γ$	0.1234	20.01

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

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Volatility Forecasts

Volatility Forecasts