IBEX 35 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:14.80% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 10.02 | |
| 0.0989 | 38.03 | |
| 0.8723 | 376.15 | |
| 0.5762 | 23.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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