IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:30.89% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0322 | 9.97 | |
| 0.8801 | 447.44 | |
| 0.1262 | 30.97 | |
| 1.8072 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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