Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.07% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.46 | |
| 0.1842 | 44.33 | |
| 0.9806 | 1,105.50 | |
| -0.0751 | -22.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices