V-Lab: Mexican Peso GJR-GARCH Volatility Analysis

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V-Lab

Mexican Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:5.38% (-0.17%)

Analysis last updated: Wednesday, December 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0077	29.68
$α$	0.1775	26.82
$β$	0.8613	301.37
$γ$	-0.1209	-15.35

Estimation Period:
May 31, 1995 to Nov 28, 2025

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