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V-Lab
V-Lab
Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:5.14% (-0.22%)
Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso GARCH
paramt-stat
ω0.007125.44
α0.129733.56
β0.8570251.47
Estimation Period:
May 31, 1995 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts