V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:7.92% (-0.16%)
Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso S0GARCH
paramt-stat
ω0.78783.37
α0.14277.16
β0.815739.21
γ1-0.0111-0.22
γ2-0.0013-0.02
γ30.01420.34
γ40.03791.31
γ5-0.1001-4.29
γ60.12945.64
γ7-0.1345-5.00
γ80.10713.57
γ9-0.0575-2.56
Estimation Period:
May 31, 1995 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts