Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:17.76% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.26 | |
| 0.0430 | 22.18 | |
| 0.8963 | 444.15 | |
| 0.1037 | 16.43 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices