V-Lab: Mexican Peso EGARCH Volatility Analysis

V-Lab

Mexican Peso EGARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:6.61% (+0.52%)

Analysis last updated: Thursday, July 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0242	-16.15
$α$	0.2121	40.24
$β$	0.9678	789.41
$γ$	0.0892	19.16

Estimation Period:
May 31, 1995 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts