V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:7.77% (-0.21%)
Analysis last updated: Friday, June 20, 2025 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso S0GARCH
paramt-stat
ω0.79833.41
α0.14277.22
β0.816639.75
γ1-0.0082-0.17
γ2-0.0056-0.08
γ30.01690.41
γ40.03471.20
γ5-0.0956-4.09
γ60.12415.46
γ7-0.1297-4.92
γ80.10323.49
γ9-0.0547-2.49
Estimation Period:
May 31, 1995 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts