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, July 30th, 2025:14.85% (+1.12%)

Analysis last updated: Tuesday, July 29, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1039	6.68
$α$	0.0761	40.43
$β$	0.9912	788.58
$ν$	7.3726	6.99

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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