Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:6.30% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5558 | 3.81 | |
| 0.0537 | 88.44 | |
| 0.9941 | 691.81 | |
| 2.9299 | 42.68 |
Estimation Period:
May 31, 1995 to Dec 19, 2025
May 31, 1995 to Dec 19, 2025
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