IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:12.89% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 22.21 | |
| 0.0322 | 10.84 | |
| 0.8806 | 418.75 | |
| 0.1253 | 20.28 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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