V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:15.80% (-0.53%)

Analysis last updated: Friday, October 25, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.021023.48
α0.092730.69
β0.8473371.61
γ0.102417.90
Estimation Period:
Mar 18, 1993 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts