Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:18.15% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0883 | 6.74 | |
| 0.0754 | 40.33 | |
| 0.9913 | 798.76 | |
| 7.4058 | 6.93 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
Other GAS-GARCH Student T Analyses on Equity Indices