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 Wednesday, April 16th, 2025:25.08% (-1.27%)

Analysis last updated: Tuesday, April 15, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1472	6.50
$α$	0.0752	40.50
$β$	0.9916	800.96
$ν$	7.3397	7.03

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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