Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:17.33% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0714 | 6.78 | |
| 0.0751 | 40.23 | |
| 0.9912 | 798.73 | |
| 7.4176 | 6.88 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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