V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:28.69% (-1.37%)
Analysis last updated: Wednesday, April 16, 2025 at 11:57 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
ω0.026421.95
α0.042621.96
β0.8974444.93
γ0.103416.35
Estimation Period:
Jan 2, 1990 to Apr 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts