V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

V-Lab

Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:0.00% (-2.27%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.5107	5,106,580.00
$β$	0.2393	2,393,420.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0281	281,000.00
$λ_{2}$	0.1740	1,740,430.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts