S&P/BMV IPC VIX GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
56.39%
decreased by 1.44%
1 Week
66.32%
increased by 8.49%
1 Month
79.15%
increased by 21.32%
Analysis last updated: Friday, April 10, 2026 at 07:40 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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