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

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:35.97% (-2.38%)

Analysis last updated: Wednesday, April 16, 2025 at 03:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0235	6.91
$β$	0.8669	364.40
$γ$	0.1348	31.95
$λ_{1}$	0.0089	7.54
$λ_{2}$	0.0147	5.09
$λ_{3}$	0.9798	272.26

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts