Mexican Peso AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:12.35% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 10.84 | |
| 0.1222 | 36.26 | |
| 0.8540 | 278.00 | |
| -0.2116 | -29.95 |
Estimation Period:
May 31, 1995 to Mar 14, 2026
May 31, 1995 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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