V-Lab: Mexican Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:12.84% (+0.41%)

Analysis last updated: Tuesday, April 23, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5330	3.81
$α$	0.0545	83.50
$β$	0.9939	672.94
$ν$	3	38.85

Estimation Period:
May 31, 1995 to Apr 19, 2024