S&P/BMV IPC VIX GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
76.69%
decreased by 13.46%
1 Week
79.54%
decreased by 10.61%
1 Month
83.72%
decreased by 6.43%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.47 | |
| 0.2246 | 7.80 | |
| 0.5500 | 26.80 | |
| 0.1120 | 1.36 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
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