S&P/BMV IPC VIX MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
55.63%
increased by 2.18%
1 Week
70.46%
increased by 17.01%
1 Month
81.43%
increased by 27.98%
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 | |
|---|---|---|
| 66 | ||
| 0.3185 | 13.20 | |
| 0.2162 | 9.01 | |
| 0.3325 | 4.67 | |
| 10.0000 | 0.22 | |
| 0.0000 | 0.00 | |
| 0.6547 | 0.38 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
Other S&P/BMV IPC VIX Analyses
Other MF2-GARCH Analyses on Volatility Indices