Mexico Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1513 | 3.22 | |
| 0.1107 | 4.78 | |
| 0.8708 | 29.99 | |
| 0.5773 | 0.62 | |
| -0.2405 | -0.16 | |
| -0.5985 | -0.59 | |
| 0.3690 | 0.54 | |
| -0.6993 | -1.11 | |
| 1.6946 | 1.63 | |
| -2.1154 | -1.69 | |
| 1.3613 | 1.76 |
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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