IBEX 35 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
19.10%
decreased by 1.24%
1 Week
19.16%
decreased by 1.18%
1 Month
19.39%
decreased by 0.95%
Analysis last updated: Monday, April 27, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7815 | 8.71 | |
| 0.0874 | 35.03 | |
| 0.9853 | 534.90 | |
| 8.1138 | 5.85 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other GAS-GARCH Student T Analyses on Equity Indices