Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:14.83% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 22.23 | |
| 0.0429 | 22.18 | |
| 0.8964 | 444.65 | |
| 0.1035 | 16.41 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices