US Dollar to Mexican Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.92% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 18.63 | |
| 0.1941 | 13.43 | |
| 0.8523 | 296.14 | |
| -0.1292 | -7.91 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
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