IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.63% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 22.51 | |
| 0.0322 | 10.88 | |
| 0.8807 | 419.59 | |
| 0.1257 | 20.52 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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