Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:6.61% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5529 | 3.80 | |
| 0.0537 | 87.79 | |
| 0.9941 | 683.69 | |
| 2.9346 | 42.04 |
Estimation Period:
May 31, 1995 to Jan 9, 2026
May 31, 1995 to Jan 9, 2026
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