V-Lab: S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis

V-Lab

S&P/BMV IPC VIX GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 1st, 2025:95.37% (+8.67%)

Analysis last updated: Friday, May 2, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	62.3378	3.68
$α$	0.1033	78.96
$β$	0.9903	411.10
$ν$	2.2937	190.51

Estimation Period:
Jan 2, 2015 to Apr 4, 2025