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 2nd, 2025:16.10% (+1.04%)

Analysis last updated: Friday, May 30, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1162	6.61
$α$	0.0754	40.41
$β$	0.9914	791.84
$ν$	7.3530	6.99

Estimation Period:
Jan 2, 1990 to May 30, 2025

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