Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, March 26th, 2026
1 Day
14.98%
decreased by 0.06%
1 Week
14.95%
decreased by 0.09%
1 Month
14.83%
decreased by 0.21%
Analysis last updated: Thursday, March 26, 2026 at 06:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5661 | 3.79 | |
| 0.0543 | 87.88 | |
| 0.9941 | 687.96 | |
| 2.9388 | 42.22 |
Estimation Period:
May 31, 1995 to Mar 20, 2026
May 31, 1995 to Mar 20, 2026
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