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 18th, 2025:5.54% (-0.18%)

Analysis last updated: Wednesday, December 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0078	29.71
$α$	0.1778	26.84
$β$	0.8610	300.74
$γ$	-0.1212	-15.38

Estimation Period:
May 31, 1995 to Dec 12, 2025

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