Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:5.37% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 10.59 | |
| 0.1224 | 35.92 | |
| 0.8546 | 277.47 | |
| -0.2100 | -29.98 |
Estimation Period:
May 31, 1995 to Oct 31, 2025
May 31, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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