V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.21% (+2.99%)

Analysis last updated: Tuesday, October 3, 2023 at 10:17 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
ω0.024921.26
α0.045222.22
β0.8952441.20
γ0.106117.17
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts