Mexican Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.06% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 29.72 | |
| 0.1782 | 26.79 | |
| 0.8609 | 300.29 | |
| -0.1211 | -15.32 |
Estimation Period:
May 31, 1995 to Oct 17, 2025
May 31, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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