V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.71% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.38 | |
| 0.1843 | 44.01 | |
| 0.9806 | 1,099.35 | |
| -0.0754 | -22.53 |
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Jan 2, 1990 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices