Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.02%
increased by 2.57%
1 Week
21.15%
increased by 2.70%
1 Month
21.65%
increased by 3.20%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.54 | |
| 0.0427 | 22.17 | |
| 0.8958 | 444.14 | |
| 0.1044 | 16.60 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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