Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:18.16% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0800 | 6.77 | |
| 0.0753 | 40.25 | |
| 0.9912 | 798.73 | |
| 7.4160 | 6.90 |
Estimation Period:
Jan 2, 1990 to Dec 24, 2025
Jan 2, 1990 to Dec 24, 2025
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