IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
18.83%
increased by 0.50%
1 Week
18.96%
increased by 0.63%
1 Month
19.38%
increased by 1.05%
Analysis last updated: Friday, April 24, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 22.67 | |
| 0.0321 | 10.96 | |
| 0.8805 | 419.08 | |
| 0.1264 | 20.75 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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