V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:17.84% (-0.44%)

Analysis last updated: Saturday, December 21, 2024 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1346	6.54
$α$	0.0748	40.56
$β$	0.9917	812.85
$ν$	7	6.99

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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