V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:12.67% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 22.40 | |
| 0.0945 | 36.38 | |
| 0.8953 | 377.12 |
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Jan 2, 1990 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices