V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

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Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:17.79% (-0.79%)

Analysis last updated: Saturday, October 11, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0173	8.07
$β$	0.8429	197.02
$γ$	0.1537	32.95
$λ_{1}$	0.0033	6.94
$λ_{2}$	0.0237	9.02
$λ_{3}$	0.9745	344.12

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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