Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.00% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7449 | 7,448,610.00 | |
| 0.0051 | 51,390.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0431 | 430,810.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,931,520.00 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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