V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.55% (+1.54%)
Analysis last updated: Friday, May 30, 2025 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.026922.11
α0.042822.01
β0.8965441.62
γ0.104016.37
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts