IBEX 35 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
19.51%
decreased by 0.51%
1 Week
19.60%
decreased by 0.42%
1 Month
19.90%
decreased by 0.12%
Analysis last updated: Tuesday, April 14, 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 | 22.61 | |
| 0.0322 | 10.92 | |
| 0.8804 | 418.85 | |
| 0.1263 | 20.61 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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