MEXICAN PESO GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Friday, May 24: 8.95% (-0.66)
  • COMPARE menu down arrow
    • Mexican Peso»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (MXN): $ 12.40 Return: -0.19% 1 Week Pred: 9.04%
Avg Week Vol: 9.05% Avg Month Vol: 8.72% 1 Month Pred: 9.33%
Min Vol: 4.5% Max Vol: 70.96% 6 Months Pred: 10.08%
Avg Vol: 11.02% Vol of Vol: 16.18% 1 Year Pred: 10.27%