S&P/BMV IPC VIX GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:62.29% (-6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.94 | |
| 0.2754 | 9.14 | |
| 0.5499 | 26.18 |
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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