V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.56% (+3.07%)

Analysis last updated: Tuesday, October 3, 2023 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH
paramt-stat
ω0.01107.74
α0.097140.58
β0.8897381.04
γ0.487034.25
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts