V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:15.56% (-0.16%)

Analysis last updated: Friday, September 22, 2023 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index APARCH
paramt-stat
ω0.024026.15
α0.099145.46
β0.9005401.13
γ0.342330.01
δ1.542738.72
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts