Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:14.50% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0172 | 8.01 | |
| 0.8428 | 196.37 | |
| 0.1532 | 32.88 | |
| 0.0034 | 6.94 | |
| 0.0239 | 8.95 | |
| 0.9743 | 337.94 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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