V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

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V-Lab

Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:0.44% (-10.36%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.6614	6613680.00
$β$	0.0886	886320.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0283	283330.00
$λ_{2}$	0.0941	941460.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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