S&P/BMV IPC VIX GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
53.65%
decreased by 0.50%
1 Week
64.68%
increased by 10.53%
1 Month
78.63%
increased by 24.48%
Analysis last updated: Saturday, May 23, 2026 at 01:51 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
Other S&P/BMV IPC VIX Analyses
Other GJR-GARCH Analyses on Volatility Indices