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 Monday, January 30th, 2023:7.90% (-0.40%)

Analysis last updated: Friday, January 27, 2023, 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5275	4.03
$α$	0.0531	86.55
$β$	0.9946	801.41
$ν$	3	41.61

Estimation Period:
May 31, 1995 to Jan 27, 2023