IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.41% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0318 | 9.90 | |
| 0.8813 | 452.42 | |
| 0.1247 | 30.93 | |
| 1.6793 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0608 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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