S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
48.04%
increased by 8.46%
1 Week
50.64%
increased by 11.06%
1 Month
59.39%
increased by 19.81%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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