Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
18.39%
decreased by 0.60%
1 Week
18.59%
decreased by 0.40%
1 Month
19.34%
increased by 0.35%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.53 | |
| 0.0428 | 22.18 | |
| 0.8957 | 443.40 | |
| 0.1046 | 16.60 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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