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

V-Lab

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

Volatility Prediction for Tuesday, May 6th, 2025:21.90% (-1.18%)

Analysis last updated: Monday, May 5, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0171	7.85
$β$	0.8415	193.58
$γ$	0.1547	32.70
$λ_{1}$	0.0035	6.94
$λ_{2}$	0.0245	8.89
$λ_{3}$	0.9736	327.60

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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