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 Wednesday, April 9th, 2025:32.54% (-1.65%)

Analysis last updated: Tuesday, April 8, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0264	21.91
$α$	0.0427	22.00
$β$	0.8974	443.38
$γ$	0.1033	16.28

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Mexican Stock Exchange Mexican Bolsa IPC Index Analyses
GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH