Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:5.82% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 25.45 | |
| 0.1289 | 33.60 | |
| 0.8576 | 252.99 |
Estimation Period:
May 31, 1995 to Dec 19, 2025
May 31, 1995 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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