S&P/BMV IPC VIX GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
54.91%
increased by 0.13%
1 Week
32.66%
decreased by 22.25%
1 Month
18.68%
decreased by 36.23%
Analysis last updated: Friday, March 20, 2026 at 10:39 PM UTC
Parameter 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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