Mexican Stock Exchange Mexican Bolsa IPC Index APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
17.95%
decreased by 0.81%
1 Week
18.19%
decreased by 0.57%
1 Month
19.07%
increased by 0.31%
Analysis last updated: Thursday, May 21, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 27.03 | |
| 0.0958 | 44.34 | |
| 0.9017 | 411.00 | |
| 0.3527 | 27.62 | |
| 1.5305 | 41.34 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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