V-Lab: Mexican Peso APARCH Volatility Analysis

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V-Lab

Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:5.74% (-0.11%)

Analysis last updated: Thursday, October 23, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0095	24.75
$α$	0.1135	34.59
$β$	0.8708	278.14
$γ$	-0.3184	-23.24
$δ$	1.7055	41.82

Estimation Period:
May 31, 1995 to Oct 18, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts