V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:12.38% (-0.57%)

Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH-T
paramt-stat
ω2.13166.47
α0.074540.69
β0.9918810.92
ν77.01
Estimation Period:
Jan 2, 1990 to Nov 15, 2024