Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:11.90% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 25.57 | |
| 0.1281 | 33.90 | |
| 0.8586 | 256.53 |
Estimation Period:
May 31, 1995 to Mar 20, 2026
May 31, 1995 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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