V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:16.32% (-0.81%)

Analysis last updated: Saturday, July 27, 2024 at 01:47 AM 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
ω2.16266.37
α0.074840.68
β0.9918805.05
ν77.10
Estimation Period:
Jan 2, 1990 to Jul 26, 2024