S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
40.14%
decreased by 3.23%
1 Week
43.37%
decreased by 0.00%
1 Month
53.79%
increased by 10.42%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM 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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