V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 4th, 2025:13.83% (+0.62%)
Analysis last updated: Saturday, August 2, 2025 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.026922.18
α0.043522.26
β0.8956440.96
γ0.104316.39
Estimation Period:
Jan 2, 1990 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts