Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 22.70 | |
| 0.0937 | 36.53 | |
| 0.8959 | 381.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices