Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:7.52% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 25.59 | |
| 0.1293 | 33.73 | |
| 0.8570 | 252.42 |
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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