IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
21.56%
decreased by 1.00%
1 Week
21.55%
decreased by 1.01%
1 Month
21.51%
decreased by 1.05%
Analysis last updated: Tuesday, April 7, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7836 | 8.69 | |
| 0.0876 | 34.95 | |
| 0.9853 | 532.86 | |
| 8.1324 | 5.83 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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