IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.96% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 31.36 | |
| 0.0861 | 24.60 | |
| 0.9014 | 372.31 | |
| 0.5236 | 19.99 | |
| 1.2816 | 38.37 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices