Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.32% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0827 | 6.75 | |
| 0.0753 | 40.33 | |
| 0.9913 | 800.05 | |
| 7.4144 | 6.91 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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