Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.98%
increased by 0.23%
1 Week
8.04%
increased by 0.29%
1 Month
8.25%
increased by 0.50%
Analysis last updated: Monday, May 25, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5484 | 3.74 | |
| 0.0543 | 85.57 | |
| 0.9938 | 644.51 | |
| 2.9413 | 40.18 |
Estimation Period:
May 31, 1995 to May 22, 2026
May 31, 1995 to May 22, 2026
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