Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.38% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1366 | 5.98 | |
| 0.1352 | 7.04 | |
| 0.8371 | 45.82 | |
| 0.0029 | 4.41 | |
| -0.0041 | -4.95 |
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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