Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:13.68% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5646 | 3.79 | |
| 0.0542 | 87.82 | |
| 0.9941 | 683.69 | |
| 2.9344 | 42.21 |
Estimation Period:
May 31, 1995 to Mar 14, 2026
May 31, 1995 to Mar 14, 2026
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