V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:19.27% (+2.81%)

Analysis last updated: Tuesday, October 3, 2023 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH
paramt-stat
ω0.016611.27
α0.189944.74
β0.98131118.90
γ-0.0760-22.70
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts