Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
16.94%
decreased by 0.27%
1 Week
17.36%
increased by 0.15%
1 Month
18.51%
increased by 1.30%
Analysis last updated: Thursday, June 25, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0164 | 7.72 | |
| 0.8413 | 196.24 | |
| 0.1554 | 33.40 | |
| 0.0036 | 6.98 | |
| 0.0246 | 8.97 | |
| 0.9735 | 328.89 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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