V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:26.57% (+3.37%)
Analysis last updated: Wednesday, April 30, 2025 at 12:40 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
ω0.026421.96
α0.042521.95
β0.8974444.69
γ0.103416.36
Estimation Period:
Jan 2, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts