Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
20.29%
decreased by 0.72%
1 Week
20.51%
decreased by 0.50%
1 Month
20.99%
decreased by 0.02%
Analysis last updated: Wednesday, April 1, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0170 | 7.91 | |
| 0.8407 | 194.52 | |
| 0.1553 | 33.12 | |
| 0.0036 | 7.02 | |
| 0.0249 | 8.90 | |
| 0.9732 | 322.79 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2026
Jan 2, 1990 to Apr 1, 2026
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