Mexican Stock Exchange Mexican Bolsa IPC Index MEM Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
14.50%
decreased by 0.72%
1 Week
14.74%
decreased by 0.48%
1 Month
15.63%
increased by 0.41%
Analysis last updated: Wednesday, July 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 18, 1993 to Jul 10, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 81 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0213 | 8.26*** |
α ARCH Response to squared shocks | 0.1577 | 50.47*** |
β GARCH Volatility persistence | 0.8338 | 321.07*** |
Persistence:
0.992
Half-life:
81 days
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