Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:6.54% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5546 | 3.80 | |
| 0.0542 | 87.60 | |
| 0.9941 | 681.79 | |
| 2.9448 | 41.61 |
Estimation Period:
May 31, 1995 to Nov 14, 2025
May 31, 1995 to Nov 14, 2025
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