Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:16.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.25 | |
| 0.0428 | 22.16 | |
| 0.8965 | 444.90 | |
| 0.1035 | 16.44 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices