V-Lab: S&P/BMV IPC VIX MF2-GARCH Volatility Analysis

V-Lab

S&P/BMV IPC VIX MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:53.21% (-0.43%)

Analysis last updated: Saturday, June 28, 2025 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3185	13.20
$β$	0.2162	9.01
$γ$	0.3325	4.67
$λ_{1}$	10.0000	0.22
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6547	0.38

Estimation Period:
Jan 2, 2015 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts