V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.21% (+0.14%)

Analysis last updated: Friday, June 2, 2023 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GARCH
paramt-stat
ω0.021423.33
α0.097938.70
β0.8948387.51
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts