Mexican Peso APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.54% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 24.83 | |
| 0.1125 | 34.57 | |
| 0.8717 | 281.09 | |
| -0.3221 | -23.30 | |
| 1.7021 | 41.90 |
Estimation Period:
May 31, 1995 to Jan 16, 2026
May 31, 1995 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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