Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.50% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 25.52 | |
| 0.1291 | 33.74 | |
| 0.8574 | 253.29 |
Estimation Period:
May 31, 1995 to Feb 6, 2026
May 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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