V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:15.82% (-0.58%)

Analysis last updated: Monday, January 13, 2025 at 11:02 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
ω0.025921.71
α0.042321.92
β0.8979445.63
γ0.103016.27
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts