V-Lab: IBEX 35 Index MF2-GARCH Volatility Analysis

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:15.31% (+1.51%)

Analysis last updated: Wednesday, September 17, 2025 at 04:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0315	9.75
$β$	0.8820	452.06
$γ$	0.1238	30.71
$λ_{1}$	1.7902	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts