Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.92% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5565 | 3.80 | |
| 0.0546 | 87.19 | |
| 0.9940 | 678.52 | |
| 2.9531 | 41.17 |
Estimation Period:
May 31, 1995 to Oct 10, 2025
May 31, 1995 to Oct 10, 2025
Other Mexican Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies