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 Wednesday, February 5th, 2025:16.20% (+1.99%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5831	3.91
$α$	0.0548	90.13
$β$	0.9944	755.06
$ν$	3	44.01

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