S&P/BMV IPC VIX Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
24.28%
decreased by 7.74%
1 Week
24.43%
decreased by 7.59%
1 Month
24.52%
decreased by 7.50%
Analysis last updated: Friday, April 10, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0763 | 3.36 | |
| 0.3459 | 2.52 | |
| 0.2653 | 2.32 | |
| -1.7346 | -2.23 | |
| 2.2168 | 1.58 | |
| 0.2645 | 0.24 | |
| -1.7902 | -1.88 | |
| 2.3690 | 2.28 | |
| -2.9139 | -2.81 | |
| 2.8266 | 3.01 | |
| -2.1941 | -1.50 | |
| 2.6655 | 1.04 |
Estimation Period:
Jan 2, 2015 to Apr 4, 2025
Jan 2, 2015 to Apr 4, 2025
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