IBEX 35 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
20.83%
decreased by 0.62%
1 Week
20.88%
decreased by 0.57%
1 Month
21.05%
decreased by 0.40%
Analysis last updated: Tuesday, April 7, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 10.07 | |
| 0.0996 | 38.13 | |
| 0.8716 | 374.06 | |
| 0.5772 | 23.87 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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