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

V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:7.89% (-0.21%)

Analysis last updated: Friday, June 20, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5684	3.84
$α$	0.0547	88.55
$β$	0.9942	704.58
$ν$	2.9539	42.40

Estimation Period:
May 31, 1995 to Jun 20, 2025