V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:13.28% (+0.27%)

Analysis last updated: Friday, November 25, 2022, 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index APARCH
paramt-stat
ω0.025026.39
α0.101445.32
β0.8986391.55
γ0.346630.13
δ1.526038.17
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts