Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.09% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 22.56 | |
| 0.0929 | 36.41 | |
| 0.8967 | 383.22 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices