Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.61% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0246 | -16.51 | |
| 0.2098 | 40.55 | |
| 0.9678 | 794.55 | |
| 0.0877 | 18.99 |
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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