IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:11.44% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 22.30 | |
| 0.0322 | 10.85 | |
| 0.8806 | 418.96 | |
| 0.1254 | 20.35 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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