V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:17.66% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 24.01 | |
| 0.0936 | 30.92 | |
| 0.8456 | 368.63 | |
| 0.1032 | 18.02 |
Estimation Period:
Mar 18, 1993 to May 16, 2025
Mar 18, 1993 to May 16, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices