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

V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.07% (+0.01%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5724	3.85
$α$	0.0549	88.77
$β$	0.9942	712.18
$ν$	2.9556	42.70

Estimation Period:
May 31, 1995 to May 30, 2025