IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:1.27% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0035 | 34,700.00 | |
| -0.0069 | -69,210.00 | |
| 1.3675 | 76.21 | |
| 0.1459 | 51.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices