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	param	t-stat
$ω$	0.0079	29.98
$α$	0.1784	26.89
$β$	0.8602	299.60
$γ$	-0.1215	-15.37

V-Lab

Mexican Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:6.71% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses