Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.39% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0172 | 8.01 | |
| 0.8407 | 193.30 | |
| 0.1547 | 32.90 | |
| 0.0035 | 6.95 | |
| 0.0244 | 8.89 | |
| 0.9737 | 328.62 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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