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 Tuesday, December 16th, 2025:13.36% (+0.28%)

Analysis last updated: Monday, December 15, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0172	8.01
$β$	0.8433	197.07
$γ$	0.1531	32.89
$λ_{1}$	0.0033	6.93
$λ_{2}$	0.0237	8.98
$λ_{3}$	0.9745	341.93

Estimation Period:
Jan 2, 1990 to Dec 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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