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 Monday, September 15th, 2025:14.43% (-0.50%)

Analysis last updated: Saturday, September 13, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0929	6.70
$α$	0.0758	40.40
$β$	0.9913	794.29
$ν$	7.3835	6.97

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

Other Mexican Stock Exchange Mexican Bolsa IPC Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
MF2-GARCH