V-Lab
V-Lab
Mexican Stock Exchange Mexican Bolsa IPC Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.18% (+2.12%)

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 GAS-GARCH-T
paramt-stat
ω2.18146.64
α0.075841.56
β0.9919856.60
ν87.06
Estimation Period:
Jan 2, 1990 to Apr 30, 2024