Mexican Peso APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:4.87% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 24.83 | |
| 0.1127 | 34.52 | |
| 0.8716 | 280.52 | |
| -0.3223 | -23.30 | |
| 1.7007 | 41.88 |
Estimation Period:
May 31, 1995 to Dec 19, 2025
May 31, 1995 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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