V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 7th, 2025:25.49% (+2.60%)

Analysis last updated: Wednesday, May 7, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1425	6.54
$α$	0.0751	40.64
$β$	0.9916	804.21
$ν$	7.3564	7.01

Estimation Period:
Jan 2, 1990 to May 2, 2025

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