V-Lab: Mexican Peso EGARCH Volatility Analysis

V-Lab

Mexican Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:8.53% (+0.85%)

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
$ω$	-0.0242	-16.09
$α$	0.2132	40.22
$β$	0.9677	786.76
$γ$	0.0892	19.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts