V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

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Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 10th, 2025:6.78% (+3.67%)

Analysis last updated: Tuesday, December 9, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.3825	3,825,000.00
$β$	0.3675	3,675,000.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0270	37.14
$λ_{2}$	0.5100	57.73
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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