V-Lab

Mexican Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:7.05% (-0.25%)
Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso SGARCH
paramt-stat
ω0.87083.77
α0.14197.24
β0.817239.99
γ10.00710.15
γ2-0.0260-0.37
γ30.02340.57
γ40.03491.21
γ5-0.1004-4.30
γ60.13135.78
γ7-0.1383-5.11
γ80.11453.42
γ9-0.0748-1.75
Estimation Period:
May 31, 1995 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts