V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:8.37% (-0.37%)
Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso S0GARCH
paramt-stat
ω0.80653.44
α0.14217.21
β0.817539.95
γ1-0.0064-0.13
γ2-0.0082-0.11
γ30.01840.44
γ40.03351.15
γ5-0.0950-4.06
γ60.12465.49
γ7-0.1315-5.02
γ80.10583.61
γ9-0.0568-2.59
Estimation Period:
May 31, 1995 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts