Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.40% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 26.81 | |
| 0.0961 | 44.26 | |
| 0.9020 | 410.20 | |
| 0.3519 | 27.53 | |
| 1.5184 | 40.93 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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