V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:13.68% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 26.51 | |
| 0.0967 | 44.00 | |
| 0.9019 | 407.34 | |
| 0.3522 | 27.43 | |
| 1.5096 | 40.61 |
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Jan 2, 1990 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices