V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

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Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:0.00% (-1.54%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.5764	5,764,360.00
$β$	0.1736	1,735,640.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0273	272,700.00
$λ_{2}$	0.1273	1,272,930.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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