V-Lab
Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:5.94% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7072 | 7,072,120.00 | |
| 0.0428 | 427,870.00 | |
| 0.5000 | 5,000,000.00 | |
| 5.6977 | 56,977,060.00 | |
| 0.0585 | 585,350.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Jan 2, 1990 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
Other Mexican Peso Analyses
Other MF2-GARCH Analyses on Currencies