V-Lab
V-Lab
Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:12.23% (-0.85%)

Analysis last updated: Friday, July 26, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso GARCH
paramt-stat
ω0.006424.05
α0.124032.32
β0.8640254.56
Estimation Period:
May 31, 1995 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts