Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.71% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 7.99 | |
| 0.0938 | 40.48 | |
| 0.8914 | 388.73 | |
| 0.4973 | 29.85 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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