IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.95% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0243 | 7.05 | |
| 0.8622 | 357.16 | |
| 0.1376 | 32.17 | |
| 0.0080 | 7.87 | |
| 0.0149 | 5.33 | |
| 0.9801 | 287.00 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices