V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:23.48% (-0.91%)
Analysis last updated: Friday, May 9, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH
paramt-stat
ω0.01157.65
α0.093340.21
β0.8923389.33
γ0.499929.62
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts