Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.67% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 11.37 | |
| 0.1224 | 36.07 | |
| 0.8539 | 276.24 | |
| -0.2078 | -29.80 |
Estimation Period:
May 31, 1995 to Feb 20, 2026
May 31, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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