Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:21.78% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0688 | 6.81 | |
| 0.0750 | 40.26 | |
| 0.9912 | 801.95 | |
| 7.4374 | 6.86 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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