V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:17.07% (-0.32%)

Analysis last updated: Thursday, July 25, 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 AMEM
paramt-stat
ω0.020923.39
α0.092130.29
β0.8477370.51
γ0.103017.95
Estimation Period:
Mar 18, 1993 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts