V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.23% (+1.98%)

Analysis last updated: Tuesday, April 30, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Stock Exchange Mexican Bolsa IPC Index AMEM
paramt-stat
ω0.019622.47
α0.089331.75
β0.8514388.22
γ0.102618.62
Estimation Period:
Mar 18, 1993 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts