IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:11.51% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 21.94 | |
| 0.0319 | 10.75 | |
| 0.8815 | 420.16 | |
| 0.1247 | 20.21 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices