Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.42% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 22.22 | |
| 0.0429 | 22.17 | |
| 0.8963 | 444.40 | |
| 0.1036 | 16.43 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices