V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:18.41% (-0.83%)

Analysis last updated: Saturday, December 2, 2023 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GARCH
paramt-stat
ω0.021023.46
α0.096238.73
β0.8963393.98
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts