Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:16.84% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.26 | |
| 0.0430 | 22.17 | |
| 0.8961 | 443.62 | |
| 0.1039 | 16.44 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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