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V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:6.22% (-0.10%)
Analysis last updated: Thursday, October 30, 2025 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso S0GARCH
paramt-stat
ω0.80063.38
α0.14077.34
β0.821541.96
γ1-0.0113-0.23
γ2-0.0024-0.03
γ30.02000.48
γ40.02490.85
γ5-0.0803-3.37
γ60.10644.66
γ7-0.1124-4.44
γ80.08503.00
γ9-0.0389-1.88
Estimation Period:
May 31, 1995 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts