IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:13.48% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 31.37 | |
| 0.0860 | 24.60 | |
| 0.9015 | 372.53 | |
| 0.5247 | 19.98 | |
| 1.2795 | 38.33 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices