IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:13.75% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 22.20 | |
| 0.0321 | 10.81 | |
| 0.8809 | 419.27 | |
| 0.1251 | 20.26 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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