V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:14.57% (-0.42%)

Analysis last updated: Monday, August 11, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1013	6.69
$α$	0.0760	40.38
$β$	0.9912	789.84
$ν$	7.3743	6.99

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

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