Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:6.58% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0247 | -16.56 | |
| 0.2095 | 40.57 | |
| 0.9678 | 793.89 | |
| 0.0878 | 19.01 |
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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