V-Lab: Mexican Peso MF2-GARCH Volatility Analysis

V-Lab

Mexican Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:0.12% (-4.69%)

Analysis last updated: Friday, June 20, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7131	7,130,500.00
$β$	0.0370	369,500.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	2.7479	27,479,260.00
$λ_{2}$	0.0513	512,750.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts