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	param	t-stat
$ω$	-0.0243	-16.47
$α$	0.2070	40.23
$β$	0.9683	800.28
$γ$	0.0887	19.22

V-Lab

Mexican Peso EGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:5.00% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses