V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.53% (+3.58%)

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 EGARCH
paramt-stat
ω0.016311.25
α0.186044.56
β0.98161141.42
γ-0.0742-22.46
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts