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

V-Lab

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

Volatility Prediction for Wednesday, July 30th, 2025:12.63% (-0.07%)

Analysis last updated: Tuesday, July 29, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0180	8.35
$β$	0.8422	196.51
$γ$	0.1538	32.82
$λ_{1}$	0.0032	6.97
$λ_{2}$	0.0236	9.09
$λ_{3}$	0.9746	347.21

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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