V-Lab
V-Lab
US Dollar to Mexican Peso APARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:6.74% (-0.42%)

Analysis last updated: Friday, May 17, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Mexican Peso APARCH
paramt-stat
ω0.01269.91
α0.125331.52
β0.8744307.24
γ-0.3876-12.78
δ1.333534.49
Estimation Period:
May 30, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts