V-Lab: Mexican Peso APARCH Volatility Analysis

V-Lab

Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:8.35% (+0.62%)

Analysis last updated: Friday, May 16, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0095	24.55
$α$	0.1157	34.75
$β$	0.8698	274.83
$γ$	-0.3141	-23.25
$δ$	1.7025	41.73

Estimation Period:
May 31, 1995 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts