IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:16.64% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 22.18 | |
| 0.0321 | 10.80 | |
| 0.8810 | 419.11 | |
| 0.1252 | 20.26 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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