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 Monday, June 23rd, 2025:14.91% (-0.64%)

Analysis last updated: Saturday, June 21, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0180	8.29
$β$	0.8419	195.98
$γ$	0.1540	32.83
$λ_{1}$	0.0033	6.96
$λ_{2}$	0.0235	9.08
$λ_{3}$	0.9748	349.00

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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