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 Wednesday, April 16th, 2025:28.16% (-1.78%)

Analysis last updated: Tuesday, April 15, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0172	7.90
$β$	0.8412	192.71
$γ$	0.1551	32.61
$λ_{1}$	0.0035	6.97
$λ_{2}$	0.0246	8.88
$λ_{3}$	0.9735	326.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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