Mexico Volatility Index Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1053 | 4.08 | |
| 0.1096 | 4.61 | |
| 0.8636 | 27.47 | |
| 0.6653 | 2.55 | |
| -0.6974 | -1.82 | |
| -0.0717 | -0.30 | |
| 0.0442 | 0.22 | |
| 0.3516 | 1.77 | |
| -1.3719 | -2.12 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
Other Mexico Volatility Index Analyses
Other Spline-GARCH Analyses on Volatility Indices