V-Lab
Mexico Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2019:40.68% (-2.08%)
Analysis last updated: Friday, July 12, 2019 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 4.83 | |
| 0.1233 | 32.68 | |
| 0.8992 | 280.83 | |
| 0.1119 | 0.59 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
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