Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:9.86% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5508 | 3.76 | |
| 0.0539 | 86.75 | |
| 0.9940 | 663.53 | |
| 2.9344 | 41.12 |
Estimation Period:
May 31, 1995 to Feb 20, 2026
May 31, 1995 to Feb 20, 2026
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