V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:12.93% (-0.45%)

Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.026021.64
α0.042221.84
β0.8978444.67
γ0.103716.26
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts