IBEX 35 Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.42%
decreased by 0.53%
1 Week
15.69%
decreased by 0.26%
1 Month
16.64%
increased by 0.69%
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 | |
|---|---|---|
| 0.0160 | 8.26 | |
| 0.1589 | 29.10 | |
| 0.9723 | 909.55 | |
| -0.0869 | -24.07 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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