Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.32% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5530 | 3.79 | |
| 0.0536 | 87.68 | |
| 0.9941 | 681.34 | |
| 2.9314 | 42.00 |
Estimation Period:
May 31, 1995 to Jan 30, 2026
May 31, 1995 to Jan 30, 2026
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