Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.67% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0881 | 6.72 | |
| 0.0755 | 40.35 | |
| 0.9913 | 795.55 | |
| 7.3886 | 6.95 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
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