Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:27.96% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0171 | 7.91 | |
| 0.8394 | 192.34 | |
| 0.1563 | 33.07 | |
| 0.0037 | 6.99 | |
| 0.0251 | 8.86 | |
| 0.9730 | 318.90 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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