Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:0.00% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.5764 | 5,764,360.00 | |
| 0.1736 | 1,735,640.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0273 | 272,700.00 | |
| 0.1273 | 1,272,930.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other Mexican Peso Analyses
Other MF2-GARCH Analyses on Currencies