Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.17% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0171 | 8.02 | |
| 0.8431 | 197.07 | |
| 0.1532 | 32.92 | |
| 0.0033 | 6.93 | |
| 0.0237 | 8.98 | |
| 0.9745 | 342.17 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices