IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.97%
increased by 1.45%
1 Week
15.33%
increased by 1.81%
1 Month
16.50%
increased by 2.98%
Analysis last updated: Friday, June 12, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 22.70 | |
| 0.0316 | 10.90 | |
| 0.8810 | 420.73 | |
| 0.1263 | 20.89 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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