Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.60% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 26.81 | |
| 0.0963 | 44.21 | |
| 0.9017 | 408.77 | |
| 0.3508 | 27.50 | |
| 1.5208 | 40.96 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices