IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:10.82% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 31.15 | |
| 0.0857 | 24.49 | |
| 0.9022 | 372.50 | |
| 0.5265 | 19.93 | |
| 1.2736 | 38.11 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices