Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:14.66% (+9.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.16 | |
| 0.1215 | 35.92 | |
| 0.8550 | 277.97 | |
| -0.2084 | -29.77 |
Estimation Period:
May 31, 1995 to Jan 30, 2026
May 31, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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