Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:6.54% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 25.48 | |
| 0.1291 | 33.74 | |
| 0.8573 | 253.04 |
Estimation Period:
May 31, 1995 to Feb 13, 2026
May 31, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mexican Peso Analyses
Other GARCH Analyses on Currencies