Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.67%
decreased by 0.35%
1 Week
6.76%
decreased by 0.26%
1 Month
7.07%
increased by 0.05%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5443 | 3.73 | |
| 0.0539 | 85.35 | |
| 0.9938 | 639.93 | |
| 2.9376 | 39.99 |
Estimation Period:
May 31, 1995 to Jul 3, 2026
May 31, 1995 to Jul 3, 2026
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