V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:13.04% (-0.21%)

Analysis last updated: Saturday, June 28, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0119	7.96
$α$	0.0944	40.46
$β$	0.8908	386.13
$γ$	0.4973	29.75

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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