Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
20.21%
decreased by 1.08%
1 Week
20.26%
decreased by 1.03%
1 Month
20.45%
decreased by 0.84%
Analysis last updated: Saturday, May 9, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0839 | 6.83 | |
| 0.0751 | 40.43 | |
| 0.9912 | 800.63 | |
| 7.4174 | 6.90 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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