Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
9.14%
decreased by 0.27%
1 Week
9.18%
decreased by 0.23%
1 Month
9.32%
decreased by 0.09%
Analysis last updated: Friday, May 8, 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 | |
|---|---|---|
| 0.5512 | 3.75 | |
| 0.0543 | 85.78 | |
| 0.9939 | 648.74 | |
| 2.9396 | 40.50 |
Estimation Period:
May 31, 1995 to May 8, 2026
May 31, 1995 to May 8, 2026
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