S&P/BMV IPC VIX EGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
60.22%
decreased by 2.73%
1 Week
69.92%
increased by 6.97%
1 Month
76.99%
increased by 14.04%
Analysis last updated: Friday, April 10, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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