Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
24.37%
decreased by 0.01%
1 Week
24.43%
increased by 0.05%
1 Month
24.66%
increased by 0.28%
Analysis last updated: Tuesday, March 31, 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 | |
|---|---|---|
| 0.0274 | 22.44 | |
| 0.0429 | 22.20 | |
| 0.8958 | 444.15 | |
| 0.1044 | 16.55 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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