IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.28%
decreased by 0.70%
1 Week
14.52%
decreased by 0.46%
1 Month
15.38%
increased by 0.40%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7730 | 8.74 | |
| 0.0873 | 34.99 | |
| 0.9852 | 533.99 | |
| 8.1134 | 5.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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