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

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:12.90% (-0.15%)

Analysis last updated: Tuesday, July 29, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0318	9.83
$β$	0.8816	450.02
$γ$	0.1238	30.56
$λ_{1}$	1.7956	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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