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, September 15th, 2025:11.74% (-0.25%)

Analysis last updated: Saturday, September 13, 2025 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0175	8.15
$β$	0.8427	196.88
$γ$	0.1539	32.94
$λ_{1}$	0.0032	6.94
$λ_{2}$	0.0237	9.06
$λ_{3}$	0.9746	345.22

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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