IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
13.04%
decreased by 0.26%
1 Week
13.54%
increased by 0.24%
1 Month
15.14%
increased by 1.84%
Analysis last updated: Thursday, June 25, 2026 at 04:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 22.70 | |
| 0.0316 | 10.93 | |
| 0.8810 | 421.14 | |
| 0.1263 | 20.91 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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