Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:6.58% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5559 | 3.80 | |
| 0.0544 | 87.44 | |
| 0.9940 | 680.85 | |
| 2.9466 | 41.56 |
Estimation Period:
May 31, 1995 to Oct 24, 2025
May 31, 1995 to Oct 24, 2025
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