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 Tuesday, November 25th, 2025:14.90% (-0.45%)

Analysis last updated: Tuesday, November 25, 2025 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0174	8.10
$β$	0.8434	197.37
$γ$	0.1528	32.86
$λ_{1}$	0.0033	6.94
$λ_{2}$	0.0236	9.00
$λ_{3}$	0.9746	343.65

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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