V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

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Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:0.00% (-3.00%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.5699	5,699,200.00
$β$	0.1801	1,800,800.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0741	4.21
$λ_{2}$	0.7599	4.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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