V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:18.29% (-0.69%)

Analysis last updated: Saturday, December 21, 2024 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.026121.74
α0.042421.91
β0.8977444.60
γ0.103416.30
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts