V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis

V-Lab

Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:19.97% (-0.85%)

Analysis last updated: Tuesday, October 7, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	22.19
$α$	0.0430	22.19
$β$	0.8962	443.88
$γ$	0.1040	16.44

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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