IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:13.90% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 31.77 | |
| 0.0863 | 24.74 | |
| 0.9013 | 371.69 | |
| 0.5280 | 20.04 | |
| 1.2731 | 38.61 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices