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, March 27th, 2023:15.58% (-0.83%)

Analysis last updated: Friday, March 24, 2023, 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2816	6.47
$α$	0.0783	41.45
$β$	0.9920	846.45
$ν$	8	7.04

Estimation Period:
Jan 2, 1990 to Mar 24, 2023

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