Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:0.05% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7077 | 7,077,100.00 | |
| 0.0423 | 422,900.00 | |
| 0.5000 | 5,000,000.00 | |
| 8.5047 | 85,047,360.00 | |
| 0.0559 | 558,860.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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