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

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IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:14.14% (-0.09%)

Analysis last updated: Tuesday, November 11, 2025 at 04:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0314	9.77
$β$	0.8825	455.13
$γ$	0.1235	30.77
$λ_{1}$	1.7856	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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