Mexican Stock Exchange Mexican Bolsa IPC Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0175 | 8.11 | |
| 0.8407 | 193.49 | |
| 0.1547 | 32.84 | |
| 0.0036 | 7.01 | |
| 0.0246 | 8.89 | |
| 0.9735 | 326.24 |
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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