IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:12.50% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0317 | 9.85 | |
| 0.8815 | 451.59 | |
| 0.1242 | 30.79 | |
| 1.7844 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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