Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.99% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 8.36 | |
| 0.0941 | 40.65 | |
| 0.8908 | 387.66 | |
| 0.4959 | 29.82 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices