Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.18% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 11.37 | |
| 0.1224 | 36.06 | |
| 0.8541 | 276.78 | |
| -0.2073 | -29.76 |
Estimation Period:
May 31, 1995 to Feb 6, 2026
May 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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