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, May 12th, 2025:24.77% (-1.18%)

Analysis last updated: Friday, May 9, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1452	6.53
$α$	0.0751	40.66
$β$	0.9916	806.19
$ν$	7.3620	7.00

Estimation Period:
Jan 2, 1990 to May 9, 2025

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