IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.02% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 31.85 | |
| 0.0863 | 24.78 | |
| 0.9012 | 372.56 | |
| 0.5270 | 20.06 | |
| 1.2749 | 38.65 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices