Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
12.30%
increased by 0.29%
1 Week
12.29%
increased by 0.28%
1 Month
12.27%
increased by 0.26%
Analysis last updated: Tuesday, April 14, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5619 | 3.79 | |
| 0.0542 | 87.25 | |
| 0.9941 | 682.27 | |
| 2.9404 | 41.90 |
Estimation Period:
May 31, 1995 to Apr 10, 2026
May 31, 1995 to Apr 10, 2026
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