S&P/BMV IPC VIX APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.51% (-16.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.22 | |
| 0.2841 | 11.37 | |
| 0.5366 | 13.58 | |
| 0.0112 | 0.16 | |
| 0.8113 | 8.02 |
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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