V-Lab
V-Lab
Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.35% (+4.41%)

Analysis last updated: Friday, April 19, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso GARCH
paramt-stat
ω0.006223.59
α0.121432.00
β0.8664255.72
Estimation Period:
May 31, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts