V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.56% (+5.69%)

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 AGARCH
paramt-stat
ω0.01087.76
α0.094540.49
β0.8925390.77
γ0.484833.89
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts