V-Lab

Mexican Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:6.80% (0.00%)
Analysis last updated: Friday, July 11, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mexican Peso SGARCH
paramt-stat
ω0.81013.48
α0.14217.25
β0.817240.08
γ1-0.0050-0.10
γ2-0.0105-0.15
γ30.01890.46
γ40.03591.24
γ5-0.1002-4.29
γ60.13105.77
γ7-0.1389-5.15
γ80.11703.49
γ9-0.0836-1.94
Estimation Period:
May 31, 1995 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts