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

V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:6.57% (+0.02%)

Analysis last updated: Monday, July 14, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5661	3.83
$α$	0.0546	88.41
$β$	0.9941	699.61
$ν$	2.9519	42.26

Estimation Period:
May 31, 1995 to Jul 11, 2025