V-Lab: Mexican Peso AGARCH Volatility Analysis

V-Lab

Mexican Peso AGARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:5.63% (-0.24%)

Analysis last updated: Sunday, May 11, 2025 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	10.47
$α$	0.1245	35.87
$β$	0.8536	275.09
$γ$	-0.2079	-29.79

Estimation Period:
May 31, 1995 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts