Mexico Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.57% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 20.08 | |
| 0.0482 | 17.69 | |
| 0.8894 | 389.06 | |
| 0.0928 | 14.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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