V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 5th, 2022:19.60% (+0.29%)

Analysis last updated: Tuesday, October 4, 2022, 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GARCH
paramt-stat
ω0.021623.28
α0.099238.61
β0.8937382.40
Estimation Period:
Jan 2, 1990 to Sep 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts