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

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V-Lab

Mexican Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:11.24% (-0.39%)

Analysis last updated: Monday, January 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5725	3.87
$α$	0.0548	88.94
$β$	0.9943	723.62
$ν$	3	42.93

Estimation Period:
May 31, 1995 to Jan 10, 2025