V-Lab: IBEX 35 Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:15.76% (-0.64%)

Analysis last updated: Monday, December 1, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0317	9.84
$β$	0.8817	451.90
$γ$	0.1241	30.74
$λ_{1}$	1.7902	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts