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

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:12.02% (+0.19%)

Analysis last updated: Saturday, July 12, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0213	8.10
$α$	0.1596	50.24
$β$	0.8323	313.49

Estimation Period:
Mar 18, 1993 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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