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

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V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 12th, 2022:13.72% (-0.25%)

Analysis last updated: Friday, December 9, 2022, 04:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0224	6.66
$β$	0.8739	371.23
$γ$	0.1311	31.72
$λ_{1}$	0.0080	8.36
$λ_{2}$	0.0124	5.19
$λ_{3}$	0.9829	335.69

Estimation Period:
Jan 2, 1990 to Dec 9, 2022

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