Mexican Stock Exchange Mexican Bolsa IPC Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.75% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 22.43 | |
| 0.0430 | 22.25 | |
| 0.8958 | 442.82 | |
| 0.1040 | 16.45 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices