V-Lab: Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

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Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:7.52% (-0.33%)

Analysis last updated: Friday, November 21, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8183	3.46
$α$	0.1399	7.37
$β$	0.8231	42.62
$γ_{1}$	-0.0082	-0.17
$γ_{2}$	-0.0068	-0.10
$γ_{3}$	0.0223	0.54
$γ_{4}$	0.0225	0.76
$γ_{5}$	-0.0770	-3.20
$γ_{6}$	0.1024	4.46
$γ_{7}$	-0.1083	-4.29
$γ_{8}$	0.0809	2.87
$γ_{9}$	-0.0357	-1.74

Estimation Period:
May 31, 1995 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts