IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
20.47%
decreased by 1.04%
1 Week
20.51%
decreased by 1.00%
1 Month
20.64%
decreased by 0.87%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 0.0440 | 22.69 | |
| 0.0324 | 10.91 | |
| 0.8798 | 416.96 | |
| 0.1268 | 20.60 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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