V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:11.48% (-0.32%)

Analysis last updated: Monday, January 17, 2022, 10:31 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0194	21.70
$α$	0.0906	30.84
$β$	0.8495	375.39
$γ$	0.1056	18.46

Estimation Period:
Mar 18, 1993 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Mexican Stock Exchange Mexican Bolsa IPC Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
GAS-GARCH Student T
MF2-GARCH

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