V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index MEM Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:15.02% (-0.11%)

Analysis last updated: Friday, November 25, 2022, 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index MEM
paramt-stat
ω0.01907.33
α0.156948.69
β0.8371319.02
Estimation Period:
Mar 18, 1993 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts