IBEX 35 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.88% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 8.18 | |
| 0.1583 | 28.93 | |
| 0.9726 | 913.24 | |
| -0.0863 | -23.78 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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