IBEX 35 Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.07% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 31.83 | |
| 0.0862 | 24.80 | |
| 0.9013 | 373.38 | |
| 0.5275 | 20.06 | |
| 1.2757 | 38.74 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices