V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:15.63% (+2.25%)

Analysis last updated: Tuesday, October 3, 2023 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.019322.03
α0.089531.38
β0.8509384.84
γ0.103818.65
Estimation Period:
Mar 18, 1993 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts