Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.69% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 22.71 | |
| 0.0934 | 36.53 | |
| 0.8961 | 381.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices