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 Thursday, September 18th, 2025:14.29% (+0.20%)

Analysis last updated: Wednesday, September 17, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0921	6.69
$α$	0.0757	40.41
$β$	0.9913	794.94
$ν$	7.3827	6.97

Estimation Period:
Jan 2, 1990 to Sep 15, 2025

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