S&P/BMV IPC VIX Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
43.25%
increased by 1.18%
1 Week
25.11%
decreased by 18.14%
1 Month
12.67%
decreased by 30.58%
Analysis last updated: Friday, March 20, 2026 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1216 | 3.18 | |
| 0.3898 | 2.23 | |
| 0.2301 | 1.99 | |
| -1.7153 | -2.17 | |
| 2.1977 | 1.55 | |
| 0.2568 | 0.23 | |
| -1.7528 | -1.82 | |
| 2.2689 | 2.15 | |
| -2.7185 | -2.56 | |
| 2.4957 | 2.73 | |
| -1.5603 | -1.44 | |
| 0.7194 | 0.60 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
News Impact Curve
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