Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.91% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 8.43 | |
| 0.0944 | 40.62 | |
| 0.8905 | 386.35 | |
| 0.4946 | 29.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices