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 Friday, September 19th, 2025:12.52% (-0.01%)

Analysis last updated: Friday, September 19, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0175	8.13
$β$	0.8427	196.93
$γ$	0.1539	32.95
$λ_{1}$	0.0032	6.94
$λ_{2}$	0.0237	9.06
$λ_{3}$	0.9745	344.97

Estimation Period:
Jan 2, 1990 to Sep 15, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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