S&P/BMV IPC VIX Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.14% (-13.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0763 | 3.36 | |
| 0.3459 | 2.52 | |
| 0.2653 | 2.32 | |
| -1.7347 | -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
News Impact Curve
Volatility Forecasts
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