V-Lab: US Dollar to Mexican Peso APARCH Volatility Analysis

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V-Lab

US Dollar to Mexican Peso APARCH Volatility Analysis

Volatility Prediction for Thursday, November 14th, 2024:20.97% (-0.14%)

Analysis last updated: Wednesday, November 13, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0124	10.06
$α$	0.1274	32.06
$β$	0.8720	310.67
$γ$	-0.3884	-13.25
$δ$	1.3657	36.31

Estimation Period:
May 30, 1990 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts