S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:46.13% (+0.36%)
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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