V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:17.02% (+3.06%)

Analysis last updated: Thursday, February 2, 2023, 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GARCH
paramt-stat
ω0.021723.36
α0.098938.72
β0.8938384.11
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts