Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.90%
increased by 2.93%
1 Week
20.82%
increased by 2.85%
1 Month
20.80%
increased by 2.83%
Analysis last updated: Saturday, May 16, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0167 | 7.82 | |
| 0.8409 | 195.10 | |
| 0.1555 | 33.25 | |
| 0.0036 | 7.00 | |
| 0.0247 | 8.93 | |
| 0.9734 | 326.09 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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