V-Lab: Mexican Peso APARCH Volatility Analysis

V-Lab

Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:5.48% (+0.28%)

Analysis last updated: Tuesday, July 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0095	24.63
$α$	0.1149	34.75
$β$	0.8704	276.30
$γ$	-0.3179	-23.35
$δ$	1.7010	41.80

Estimation Period:
May 31, 1995 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts