V-Lab
V-Lab

Mexican Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:10.58% (-0.53%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso SGARCH
paramt-stat
ω0.80463.42
α0.13927.05
β0.819839.52
γ1-0.0053-0.10
γ2-0.0093-0.12
γ30.01440.34
γ40.04571.55
γ5-0.1129-4.77
γ60.14135.91
γ7-0.1388-4.72
γ80.09722.77
γ9-0.0179-0.36
Estimation Period:
May 31, 1995 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts