Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.95% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1395 | 5.97 | |
| 0.1351 | 7.03 | |
| 0.8374 | 45.86 | |
| 0.0030 | 4.44 | |
| -0.0042 | -4.98 |
Estimation Period:
May 31, 1995 to Feb 6, 2026
May 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mexican Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies