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

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:16.92% (-0.56%)

Analysis last updated: Friday, June 20, 2025 at 03:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0318	9.80
$β$	0.8813	449.43
$γ$	0.1244	30.59
$λ_{1}$	1.8038	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts