Mexican Peso APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.48% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 24.83 | |
| 0.1135 | 34.74 | |
| 0.8701 | 278.25 | |
| -0.3162 | -23.36 | |
| 1.7139 | 41.99 |
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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