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

V-Lab

IBEX 35 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:12.42% (-0.25%)

Analysis last updated: Tuesday, October 7, 2025 at 03:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0314	9.76
$β$	0.8822	452.88
$γ$	0.1235	30.69
$λ_{1}$	1.7859	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts