Mexican Peso APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.08% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 24.79 | |
| 0.1134 | 34.73 | |
| 0.8701 | 278.16 | |
| -0.3168 | -23.36 | |
| 1.7143 | 41.99 |
Estimation Period:
May 31, 1995 to Feb 13, 2026
May 31, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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