V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:23.99% (-0.87%)
Analysis last updated: Friday, May 9, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index APARCH
paramt-stat
ω0.024926.42
α0.095443.66
β0.9032411.50
γ0.353527.27
δ1.514040.64
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts