V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:18.30% (-0.85%)

Analysis last updated: Saturday, July 27, 2024 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH
paramt-stat
ω0.016811.35
α0.182243.16
β0.98091109.65
γ-0.0760-22.67
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts