S&P/BMV IPC VIX GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
59.22%
increased by 4.52%
1 Week
68.06%
increased by 13.36%
1 Month
79.72%
increased by 25.02%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM 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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