V-Lab: Mexican Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:9.93% (+0.22%)

Analysis last updated: Friday, September 22, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5315	3.92
$α$	0.0540	85.45
$β$	0.9943	735.95
$ν$	3	39.81

Estimation Period:
May 31, 1995 to Sep 22, 2023