V-Lab
V-Lab
US Dollar to Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Thursday, November 14th, 2024:20.93% (-1.06%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Mexican Peso GARCH
paramt-stat
ω0.00739.35
α0.140328.00
β0.8474244.27
Estimation Period:
May 30, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts