Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.10% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 11.37 | |
| 0.1835 | 44.35 | |
| 0.9806 | 1,106.82 | |
| -0.0751 | -22.53 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices