V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:15.96% (-0.65%)

Analysis last updated: Saturday, July 27, 2024 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GARCH
paramt-stat
ω0.023021.74
α0.092235.57
β0.8984381.00
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts