Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:27.79% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 11.48 | |
| 0.1844 | 44.50 | |
| 0.9805 | 1,101.65 | |
| -0.0756 | -22.65 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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