V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:14.25% (-0.16%)

Analysis last updated: Thursday, March 6, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH-T
paramt-stat
ω2.11306.62
α0.074640.61
β0.9916819.54
ν76.95
Estimation Period:
Jan 2, 1990 to Feb 28, 2025