S&P/BMV IPC VIX MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
53.22%
decreased by 1.09%
1 Week
69.41%
increased by 15.10%
1 Month
81.17%
increased by 26.86%
Analysis last updated: Saturday, May 23, 2026 at 01:52 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
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