Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.39% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 25.47 | |
| 0.1290 | 33.64 | |
| 0.8575 | 253.03 |
Estimation Period:
May 31, 1995 to Jan 16, 2026
May 31, 1995 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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