IBEX 35 Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
19.13%
increased by 0.36%
1 Week
19.26%
increased by 0.49%
1 Month
19.71%
increased by 0.94%
Analysis last updated: Wednesday, June 17, 2026 at 04:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 21.76 | |
| 0.1085 | 34.82 | |
| 0.8692 | 338.20 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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