Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.69% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 22.57 | |
| 0.0936 | 36.40 | |
| 0.8961 | 380.83 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices