Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.63%
increased by 0.47%
1 Week
22.63%
increased by 0.47%
1 Month
22.65%
increased by 0.49%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0883 | 6.84 | |
| 0.0751 | 40.50 | |
| 0.9912 | 801.93 | |
| 7.4270 | 6.90 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Equity Indices