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 Friday, August 22nd, 2025:12.16% (+0.37%)

Analysis last updated: Thursday, August 21, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0980	6.67
$α$	0.0759	40.46
$β$	0.9913	791.13
$ν$	7.3690	7.00

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

Other Mexican Stock Exchange Mexican Bolsa IPC Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
MF2-GARCH