V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:12.85% (-0.41%)

Analysis last updated: Saturday, June 28, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0271	22.23
$α$	0.0434	22.21
$β$	0.8955	440.05
$γ$	0.1044	16.36

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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