IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.48% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 22.38 | |
| 0.0323 | 10.89 | |
| 0.8808 | 420.02 | |
| 0.1257 | 20.49 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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