Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.40% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5531 | 3.79 | |
| 0.0536 | 87.80 | |
| 0.9941 | 683.69 | |
| 2.9325 | 42.10 |
Estimation Period:
May 31, 1995 to Jan 16, 2026
May 31, 1995 to Jan 16, 2026
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