Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.18% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5560 | 3.77 | |
| 0.0542 | 86.90 | |
| 0.9940 | 666.65 | |
| 2.9376 | 41.26 |
Estimation Period:
May 31, 1995 to Feb 6, 2026
May 31, 1995 to Feb 6, 2026
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