IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.16%
decreased by 0.39%
1 Week
14.57%
increased by 0.02%
1 Month
15.92%
increased by 1.37%
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 | |
|---|---|---|
| 0.0437 | 22.69 | |
| 0.0318 | 10.92 | |
| 0.8807 | 419.96 | |
| 0.1266 | 20.91 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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