Mexico Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0950 | 10.34 | |
| 0.2088 | 23.38 | |
| 0.9749 | 309.78 | |
| 0.0532 | 4.43 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
Other Mexico Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices