Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:17.34% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0835 | 6.74 | |
| 0.0754 | 40.34 | |
| 0.9913 | 797.47 | |
| 7.3991 | 6.94 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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