Mexican Stock Exchange Mexican Bolsa IPC Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.51% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 22.68 | |
| 0.0934 | 36.55 | |
| 0.8962 | 382.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices