V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

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Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:16.03% (-0.09%)

Analysis last updated: Friday, November 21, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0174	8.10
$β$	0.8432	197.29
$γ$	0.1531	32.88
$λ_{1}$	0.0033	6.96
$λ_{2}$	0.0237	9.00
$λ_{3}$	0.9745	342.78

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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