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V-Lab
V-Lab
Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:6.18% (-0.34%)
Analysis last updated: Monday, October 20, 2025 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso GARCH
paramt-stat
ω0.007125.38
α0.129933.54
β0.8570251.39
Estimation Period:
May 31, 1995 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts