V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index MEM Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:15.06% (+1.59%)

Analysis last updated: Tuesday, October 3, 2023 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index MEM
paramt-stat
ω0.01887.37
α0.155048.90
β0.8386325.29
Estimation Period:
Mar 18, 1993 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts