V-Lab
Mexico Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2019:32.49% (-1.85%)
Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC
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
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