V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:11.75% (-0.23%)
Analysis last updated: Wednesday, July 2, 2025 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.021623.98
α0.093630.91
β0.8455368.72
γ0.103418.09
Estimation Period:
Mar 18, 1993 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts