IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
19.41%
decreased by 0.80%
1 Week
19.50%
decreased by 0.71%
1 Month
19.82%
decreased by 0.39%
Analysis last updated: Friday, May 15, 2026 at 02:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 22.69 | |
| 0.0320 | 10.97 | |
| 0.8806 | 419.72 | |
| 0.1265 | 20.80 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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