Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.06% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 11.26 | |
| 0.1829 | 44.14 | |
| 0.9809 | 1,113.36 | |
| -0.0749 | -22.50 |
Estimation Period:
Jan 2, 1990 to Dec 11, 2025
Jan 2, 1990 to Dec 11, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices