Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:15.71% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0172 | 8.02 | |
| 0.8429 | 196.57 | |
| 0.1533 | 32.90 | |
| 0.0033 | 6.94 | |
| 0.0238 | 8.96 | |
| 0.9744 | 339.50 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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