Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:16.96% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 22.24 | |
| 0.0428 | 22.13 | |
| 0.8965 | 444.70 | |
| 0.1035 | 16.43 |
Estimation Period:
Jan 2, 1990 to Dec 11, 2025
Jan 2, 1990 to Dec 11, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices