Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:7.50% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0243 | -16.39 | |
| 0.2091 | 40.23 | |
| 0.9681 | 794.18 | |
| 0.0885 | 19.12 |
Estimation Period:
May 31, 1995 to Oct 31, 2025
May 31, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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