Mexican Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.82% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 29.63 | |
| 0.1780 | 26.77 | |
| 0.8613 | 301.16 | |
| -0.1210 | -15.33 |
Estimation Period:
May 31, 1995 to Oct 10, 2025
May 31, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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