Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:18.54% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 7.96 | |
| 0.0937 | 40.49 | |
| 0.8915 | 389.30 | |
| 0.4978 | 29.86 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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