V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:14.70% (-0.04%)
Analysis last updated: Saturday, March 22, 2025 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.021223.68
α0.091530.89
β0.8479375.51
γ0.103118.20
Estimation Period:
Mar 18, 1993 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts