Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
17.95%
decreased by 0.78%
1 Week
18.04%
decreased by 0.69%
1 Month
18.41%
decreased by 0.32%
Analysis last updated: Saturday, May 30, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0744 | 6.86 | |
| 0.0750 | 40.43 | |
| 0.9911 | 799.94 | |
| 7.4284 | 6.87 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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