V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:20.21% (-0.96%)

Analysis last updated: Saturday, May 17, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0237	22.25
$α$	0.0928	35.89
$β$	0.8973	379.25

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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