S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
59.82%
increased by 1.28%
1 Week
0.00%
decreased by 59.82%
1 Month
0.00%
decreased by 59.82%
Analysis last updated: Friday, March 20, 2026 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.3378 | 3.68 | |
| 0.1033 | 78.96 | |
| 0.9903 | 411.10 | |
| 2.2937 | 190.51 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
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