V-Lab
Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:0.22% (-5.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7072 | 7,071,720.00 | |
| 0.0428 | 428,280.00 | |
| 0.5000 | 5,000,000.00 | |
| 4.2851 | 42,851,440.00 | |
| 0.0587 | 587,290.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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