Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:25.57% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 8.33 | |
| 0.0945 | 40.77 | |
| 0.8904 | 386.78 | |
| 0.4979 | 29.98 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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