IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.29% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 31.82 | |
| 0.0864 | 24.77 | |
| 0.9011 | 371.76 | |
| 0.5265 | 20.05 | |
| 1.2754 | 38.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices