V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:16.42% (-0.95%)

Analysis last updated: Friday, March 24, 2023, 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH
paramt-stat
ω0.017411.50
α0.192144.79
β0.98071092.05
γ-0.0777-22.86
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts