Resumen

GAONA MONTIEL, Fernando; REYES ROBLES, Armando  y  RAMIREZ CEDILLO, Eduardo. Markets, volatility and futures management in Mexico: The use of the ARCH and GARCH method. Contad. Adm [online]. 2020, vol.65, n.1, e150.  Epub 24-Abr-2020. ISSN 0186-1042.  https://doi.org/10.22201/fca.24488410e.2018.1752.

Investments in futures contracts show a fast growth in the period, which shows that individuals look for higher and safer returns, in the face of the growing volatility offered by interest rates and the exchange rate. ARCH and GARCH methods were used as instruments to identify the volatility degree in underlying assets of these contracts. Because of the results, volatility was reflected in the fact that it was persistent in the period, not so high, and even then that did not determine that the operations and amounts of investments in futures were higher or rising.

Palabras llave : Hedges; GARCH model; Underlying assets; Degrees of volatility; G12; C51; C22; C16.

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