Mexican Stock Exchange Mexican Bolsa IPC Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 8.43 | |
| 0.0944 | 40.62 | |
| 0.8905 | 386.35 | |
| 0.4946 | 29.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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