Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
19.24%
decreased by 0.88%
1 Week
19.36%
decreased by 0.76%
1 Month
19.78%
decreased by 0.34%
Analysis last updated: Saturday, May 9, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 22.76 | |
| 0.0931 | 36.66 | |
| 0.8964 | 383.90 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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