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

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

Volatility Prediction for Friday, October 31st, 2025:55.41% (+2.34%)

Analysis last updated: Friday, October 31, 2025 at 09:04 PM 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

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