Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.12% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.25 | |
| 0.0427 | 22.15 | |
| 0.8965 | 445.15 | |
| 0.1035 | 16.45 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices