IBEX 35 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.65%
decreased by 0.51%
1 Week
15.01%
decreased by 0.15%
1 Month
16.25%
increased by 1.09%
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 | |
|---|---|---|
| 0.0366 | 31.91 | |
| 0.0865 | 24.92 | |
| 0.9009 | 372.89 | |
| 0.5293 | 20.21 | |
| 1.2778 | 39.16 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other APARCH Analyses on Equity Indices