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 Monday, June 30th, 2025:13.01% (-0.60%)

Analysis last updated: Saturday, June 28, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1074	6.65
$α$	0.0761	40.39
$β$	0.9913	785.47
$ν$	7.3562	7.01

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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