V-Lab: Mexican Peso GJR-GARCH Volatility Analysis

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V-Lab

Mexican Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:6.26% (-0.10%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0078	29.67
$α$	0.1781	26.80
$β$	0.8608	300.04
$γ$	-0.1211	-15.32

Estimation Period:
May 31, 1995 to Nov 7, 2025

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