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	param	t-stat
$ω$	0.8242	3.58
$α$	0.1397	7.42
$β$	0.8218	42.33
$γ_{1}$	-0.0038	-0.08
$γ_{2}$	-0.0137	-0.20
$γ_{3}$	0.0271	0.67
$γ_{4}$	0.0185	0.64
$γ_{5}$	-0.0749	-3.15
$γ_{6}$	0.1043	4.58
$γ_{7}$	-0.1210	-4.82
$γ_{8}$	0.1197	3.62
$γ_{9}$	-0.1418	-3.07

V-Lab

Mexican Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:6.08% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses