Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:6.88% (-0.39%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0071 | 25.38 | |
0.1299 | 33.54 | |
0.8570 | 251.39 |
Estimation Period:
May 31, 1995 to Oct 17, 2025
May 31, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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