Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
20.71%
increased by 2.50%
1 Week
20.85%
increased by 2.64%
1 Month
21.38%
increased by 3.17%
Analysis last updated: Tuesday, April 21, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.50 | |
| 0.0428 | 22.18 | |
| 0.8957 | 443.40 | |
| 0.1047 | 16.60 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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