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	param	t-stat
$ω$	0.0077	29.69
$α$	0.1772	26.88
$β$	0.8618	303.45
$γ$	-0.1214	-15.49

V-Lab

Mexican Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:5.03% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses