V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:14.89% (-0.31%)

Analysis last updated: Friday, March 24, 2023, 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.019722.16
α0.089631.19
β0.8502381.41
γ0.105418.76
Estimation Period:
Mar 18, 1993 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts