V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:12.06% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 11.29 | |
| 0.1839 | 44.12 | |
| 0.9808 | 1,108.27 | |
| -0.0752 | -22.53 |
Estimation Period:
Jan 2, 1990 to Sep 15, 2025
Jan 2, 1990 to Sep 15, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices