Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
17.55%
increased by 0.19%
1 Week
17.78%
increased by 0.42%
1 Month
18.61%
increased by 1.25%
Analysis last updated: Thursday, June 25, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.53 | |
| 0.0425 | 22.12 | |
| 0.8959 | 444.38 | |
| 0.1048 | 16.67 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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