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 1st, 2025:8.51% (-0.42%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5724	3.85
$α$	0.0547	89.03
$β$	0.9942	714.76
$ν$	2.9553	42.73

Estimation Period:
May 31, 1995 to Jun 27, 2025