V-Lab
V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:9.84% (+0.04%)
Analysis last updated: Friday, March 21, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso S0GARCH
paramt-stat
ω0.78673.34
α0.13997.07
β0.819339.63
γ1-0.0110-0.21
γ2-0.0015-0.02
γ30.01330.31
γ40.04091.40
γ5-0.1044-4.43
γ60.13365.70
γ7-0.1373-4.94
γ80.10803.51
γ9-0.0576-2.51
Estimation Period:
May 31, 1995 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts