V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:16.36% (-0.78%)

Analysis last updated: Monday, December 4, 2023 at 11:26 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
ω2.22136.59
α0.076841.52
β0.9920862.62
ν86.97
Estimation Period:
Jan 2, 1990 to Dec 1, 2023