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

V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:18.19% (+1.04%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6050	3.99
$α$	0.0549	92.62
$β$	0.9947	807.36
$ν$	2.9572	46.65

Estimation Period:
May 31, 1995 to Apr 18, 2025