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

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 16th, 2022:12.76% (-0.31%)

Analysis last updated: Monday, August 15, 2022, 03:33 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0293	9.04
$β$	0.8884	455.38
$γ$	0.1200	29.58
$λ_{1}$	1.8710	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0074	0.00

Estimation Period:
Jan 2, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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