Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
18.26%
decreased by 0.24%
1 Week
18.35%
decreased by 0.15%
1 Month
18.69%
increased by 0.19%
Analysis last updated: Friday, June 19, 2026 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0740 | 6.84 | |
| 0.0749 | 40.42 | |
| 0.9911 | 798.66 | |
| 7.4158 | 6.89 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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