IBEX 35 Index AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.75%
decreased by 0.07%
1 Week
18.93%
increased by 0.11%
1 Month
19.51%
increased by 0.69%
Analysis last updated: Thursday, May 21, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 9.97 | |
| 0.0991 | 38.16 | |
| 0.8721 | 375.58 | |
| 0.5789 | 23.94 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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