Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
8.19%
increased by 0.50%
1 Week
8.25%
increased by 0.56%
1 Month
8.45%
increased by 0.76%
Analysis last updated: Tuesday, May 5, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5503 | 3.74 | |
| 0.0544 | 85.56 | |
| 0.9938 | 645.77 | |
| 2.9417 | 40.32 |
Estimation Period:
May 31, 1995 to May 1, 2026
May 31, 1995 to May 1, 2026
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