V-Lab: Mexican Peso APARCH Volatility Analysis

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V-Lab

Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:15.40% (-0.28%)

Analysis last updated: Tuesday, April 23, 2024 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0083	23.98
$α$	0.1083	34.09
$β$	0.8789	278.32
$γ$	-0.3007	-21.64
$δ$	1.7031	42.01

Estimation Period:
May 31, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts