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	param	t-stat
$ω$	0.0077	29.70
$α$	0.1774	26.88
$β$	0.8617	302.99
$γ$	-0.1213	-15.46

V-Lab

Mexican Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:6.64% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses