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 Friday, August 22nd, 2025:11.58% (-0.04%)

Analysis last updated: Thursday, August 21, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	22.13
$α$	0.0433	22.22
$β$	0.8958	441.70
$γ$	0.1044	16.43

Estimation Period:
Jan 2, 1990 to Aug 15, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Mexican Stock Exchange Mexican Bolsa IPC Index Analyses
GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH