  In this paper, a statistical analysis of log-return fluctuations of the IPC,
the Mexican Stock Market Index is presented. A sample of daily data covering
the period from $04/09/2000-04/09/2010$ was analyzed, and fitted to different
distributions. Tests of the goodness of fit were performed in order to
quantitatively asses the quality of the estimation. Special attention was paid
to the impact of the size of the sample on the estimated decay of the
distributions tail. In this study a forceful rejection of normality was
obtained. On the other hand, the null hypothesis that the log-fluctuations are
fitted to a $\alpha$-stable L\'evy distribution cannot be rejected at 5%
significance level.
