V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:14.90% (-0.49%)

Analysis last updated: Thursday, April 18, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH
paramt-stat
ω0.016311.23
α0.186244.58
β0.98161140.09
γ-0.0744-22.50
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts