IBEX 35 Index APARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
18.12%
decreased by 0.75%
1 Week
18.30%
decreased by 0.57%
1 Month
18.93%
increased by 0.06%
Analysis last updated: Thursday, April 30, 2026 at 04:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 31.88 | |
| 0.0866 | 24.92 | |
| 0.9008 | 372.40 | |
| 0.5276 | 20.20 | |
| 1.2771 | 38.97 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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