Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.01% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 22.68 | |
| 0.0934 | 36.55 | |
| 0.8962 | 382.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices