V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:14.01% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.36 | |
| 0.1844 | 44.06 | |
| 0.9807 | 1,100.62 | |
| -0.0754 | -22.52 |
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Jan 2, 1990 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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