Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.38% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0243 | -16.43 | |
| 0.2076 | 40.15 | |
| 0.9683 | 798.26 | |
| 0.0886 | 19.17 |
Estimation Period:
May 31, 1995 to Dec 5, 2025
May 31, 1995 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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