IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:26.14% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0321 | 9.95 | |
| 0.8803 | 447.75 | |
| 0.1259 | 30.93 | |
| 1.8002 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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