S&P/BMV IPC VIX AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:60.77% (-10.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1511 | 16.41 | |
| 0.4149 | 11.09 | |
| 0.2238 | 8.81 | |
| 0.1511 | 0.56 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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