Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.70% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 7.97 | |
| 0.0935 | 40.48 | |
| 0.8917 | 389.89 | |
| 0.4980 | 29.84 |
Estimation Period:
Jan 2, 1990 to Dec 11, 2025
Jan 2, 1990 to Dec 11, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices