IBEX 35 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.74% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 21.69 | |
| 0.1086 | 34.65 | |
| 0.8690 | 337.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices