V-Lab: Mexican Peso GARCH Volatility Analysis

V-Lab

Mexican Peso GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:7.18% (-0.41%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0070	25.33
$α$	0.1312	33.43
$β$	0.8565	249.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts