V-Lab: IBEX 35 Index GJR-GARCH Volatility Analysis

V-Lab

IBEX 35 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:26.55% (-1.01%)

Analysis last updated: Tuesday, April 29, 2025 at 03:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0425	21.62
$α$	0.0310	10.50
$β$	0.8841	418.39
$γ$	0.1230	20.11

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

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Volatility Forecasts

Volatility Forecasts