IBEX 35 Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.50%
increased by 0.77%
1 Week
21.48%
increased by 0.75%
1 Month
21.43%
increased by 0.70%
Analysis last updated: Saturday, May 16, 2026 at 01:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 8.28 | |
| 0.1589 | 29.10 | |
| 0.9724 | 911.32 | |
| -0.0868 | -24.03 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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