Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:6.53% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5546 | 3.80 | |
| 0.0539 | 87.78 | |
| 0.9941 | 685.10 | |
| 2.9374 | 42.03 |
Estimation Period:
May 31, 1995 to Dec 5, 2025
May 31, 1995 to Dec 5, 2025
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