V-Lab: IBEX 35 Index MEM Volatility Analysis

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V-Lab

IBEX 35 Index MEM Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:13.16% (-0.32%)

Analysis last updated: Friday, October 24, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0613	2.68
$α$	0.2415	14.29
$β$	0.7250	248.46

Estimation Period:
Oct 5, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts