V-Lab: Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

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Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:14.59% (-0.53%)

Analysis last updated: Saturday, November 1, 2025 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0173	8.05
$β$	0.8431	197.35
$γ$	0.1535	32.96
$λ_{1}$	0.0033	6.93
$λ_{2}$	0.0236	9.03
$λ_{3}$	0.9746	344.74

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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