Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.20% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 22.47 | |
| 0.0433 | 22.29 | |
| 0.8955 | 441.58 | |
| 0.1042 | 16.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices