Mexico Volatility Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 8.64 | |
| 0.0806 | 23.73 | |
| 0.9194 | 272.97 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
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