Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.01%
increased by 2.90%
1 Week
21.77%
increased by 2.66%
1 Month
21.20%
increased by 2.09%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0168 | 7.86 | |
| 0.8412 | 195.78 | |
| 0.1550 | 33.26 | |
| 0.0035 | 7.01 | |
| 0.0246 | 8.96 | |
| 0.9736 | 329.46 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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