V-Lab: Mexican Peso APARCH Volatility Analysis

V-Lab

Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:4.90% (+0.01%)

Analysis last updated: Wednesday, September 17, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0095	24.71
$α$	0.1137	34.50
$β$	0.8703	276.38
$γ$	-0.3164	-23.17
$δ$	1.7136	41.88

Estimation Period:
May 31, 1995 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts