V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 22nd, 2025:13.79% (-0.31%)

Analysis last updated: Tuesday, January 21, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1213	6.58
$α$	0.0747	40.60
$β$	0.9917	816.86
$ν$	7	6.98

Estimation Period:
Jan 2, 1990 to Jan 17, 2025

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