V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:17.19% (-0.56%)

Analysis last updated: Saturday, July 27, 2024 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH
paramt-stat
ω0.01056.88
α0.093639.92
β0.8923386.77
γ0.511229.81
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts