Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:9.15% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0244 | -16.48 | |
| 0.2080 | 40.30 | |
| 0.9681 | 798.77 | |
| 0.0877 | 19.02 |
Estimation Period:
May 31, 1995 to Jan 30, 2026
May 31, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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