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

V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.48% (-0.23%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5751	3.85
$α$	0.0550	88.68
$β$	0.9942	711.16
$ν$	2.9505	43.01

Estimation Period:
May 31, 1995 to May 9, 2025