V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

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Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:0.66% (-3.52%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.6728	6,728,170.00
$β$	0.0772	771,830.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	7.0080	9.57
$λ_{2}$	0.1971	9.55
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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