Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.75%
decreased by 0.73%
1 Week
19.91%
decreased by 0.57%
1 Month
20.52%
increased by 0.04%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.54 | |
| 0.0427 | 22.17 | |
| 0.8958 | 444.14 | |
| 0.1044 | 16.60 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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