V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:14.52% (-0.42%)

Analysis last updated: Thursday, March 6, 2025 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.026021.76
α0.042321.91
β0.8979445.81
γ0.103116.30
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts