Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.09% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0945 | 6.78 | |
| 0.0755 | 40.26 | |
| 0.9912 | 797.43 | |
| 7.4186 | 6.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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