Understanding and predicting stock market volatility in Mexico is crucial for making informed investment decisions. By analyzing data from 2002 to 2016, researchers found that past price behavior and previous volatility impact current market conditions. Large news events lead to higher volatility, with bad news having a greater effect than good news. During politically turbulent times, returns and volatility behave asymmetrically. The relationship between volatility and news is not linear, and investors should consider these findings when managing their risky stocks.