V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:14.75% (-0.26%)

Analysis last updated: Friday, November 25, 2022, 11:07 PM 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
ω2.30746.39
α0.079141.50
β0.9920835.75
ν77.14
Estimation Period:
Jan 2, 1990 to Nov 25, 2022