V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:15.52% (-0.55%)

Analysis last updated: Friday, March 24, 2023, 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH
paramt-stat
ω0.01127.70
α0.098740.63
β0.8880374.83
γ0.494334.54
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts