V-Lab: IBEX 35 Index GARCH Volatility Analysis

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V-Lab

IBEX 35 Index GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:12.20% (-0.30%)

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
$ω$	0.0426	21.49
$α$	0.1082	34.40
$β$	0.8695	336.22

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts