V-Lab
V-Lab
US Dollar to Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.01% (-0.34%)

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 EGARCH
paramt-stat
ω-0.0309-10.71
α0.193940.07
β0.9642287.47
γ0.09849.65
Estimation Period:
May 30, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts