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

Skip to main content

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:12.11% (-0.26%)

Analysis last updated: Tuesday, October 21, 2025 at 03:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0315	9.91
$β$	0.8822	449.42
$γ$	0.1235	30.92
$λ_{1}$	0.7798	0.05
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5632	0.07

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts