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 Monday, August 15th, 2022:16.87% (-0.96%)

Analysis last updated: Saturday, August 13, 2022, 12:39 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0196	21.96
$α$	0.0900	30.98
$β$	0.8497	377.82
$γ$	0.1059	18.69

Estimation Period:
Mar 18, 1993 to Aug 12, 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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