Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:26.06% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 22.49 | |
| 0.0431 | 22.22 | |
| 0.8953 | 441.93 | |
| 0.1050 | 16.56 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices