V-Lab
V-Lab
IBEX 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:19.14% (-0.89%)

Analysis last updated: Thursday, March 6, 2025 at 04:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of IBEX 35 Index MF2-GARCH
paramt-stat
m126
α0.03029.52
β0.8866457.01
γ0.119830.25
λ11.78770.03
λ20.00000.00
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts