Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:16.07% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 22.57 | |
| 0.0934 | 36.41 | |
| 0.8964 | 381.93 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices