IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.42%
decreased by 0.49%
1 Week
14.82%
decreased by 0.09%
1 Month
16.10%
increased by 1.19%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 0.0437 | 22.69 | |
| 0.0318 | 10.92 | |
| 0.8807 | 419.96 | |
| 0.1266 | 20.91 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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