Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:5.94% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 10.41 | |
| 0.1215 | 35.91 | |
| 0.8552 | 278.85 | |
| -0.2117 | -30.05 |
Estimation Period:
May 31, 1995 to Nov 28, 2025
May 31, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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