V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:13.21% (-0.47%)
Analysis last updated: Thursday, July 31, 2025 at 11:03 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
ω0.027022.20
α0.043522.25
β0.8955440.72
γ0.104316.38
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts