Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.12%
increased by 2.48%
1 Week
20.28%
increased by 2.64%
1 Month
20.86%
increased by 3.22%
Analysis last updated: Saturday, May 16, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.54 | |
| 0.0427 | 22.16 | |
| 0.8958 | 443.88 | |
| 0.1046 | 16.62 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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