V-Lab
V-Lab
Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:12.25% (-0.45%)

Analysis last updated: Thursday, September 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso GARCH
paramt-stat
ω0.006424.07
α0.125132.53
β0.8633254.97
Estimation Period:
May 31, 1995 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts