V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:15.68% (-0.79%)

Analysis last updated: Friday, March 24, 2023, 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index APARCH
paramt-stat
ω0.024826.36
α0.100745.42
β0.8993394.59
γ0.347830.22
δ1.524538.31
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts