V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:17.15% (-0.09%)

Analysis last updated: Tuesday, March 21, 2023, 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH
paramt-stat
ω0.025721.51
α0.045622.19
β0.8935434.59
γ0.108917.35
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts