V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:17.37% (-0.92%)

Analysis last updated: Friday, December 9, 2022, 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.019722.10
α0.090431.21
β0.8493378.47
γ0.106018.72
Estimation Period:
Mar 18, 1993 to Dec 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts