Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:15.30% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0701 | 6.79 | |
| 0.0752 | 40.23 | |
| 0.9911 | 792.91 | |
| 7.3925 | 6.91 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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