IBEX 35 Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.71%
decreased by 0.31%
1 Week
15.19%
increased by 0.17%
1 Month
16.67%
increased by 1.65%
Analysis last updated: Wednesday, June 10, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 9.94 | |
| 0.0991 | 38.18 | |
| 0.8720 | 375.39 | |
| 0.5798 | 23.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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