S&P/BMV IPC VIX EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:65.57% (-11.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1982 | 11.40 | |
| 0.4879 | 18.17 | |
| 0.6279 | 19.55 | |
| -0.0308 | -1.34 |
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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