Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:16.36% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 11.33 | |
| 0.1836 | 44.15 | |
| 0.9808 | 1,109.48 | |
| -0.0751 | -22.53 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices