Mexican Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.39% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 29.95 | |
| 0.1782 | 26.89 | |
| 0.8605 | 300.44 | |
| -0.1212 | -15.35 |
Estimation Period:
May 31, 1995 to Feb 6, 2026
May 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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