V-Lab
Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:0.03% (-0.83%)
Analysis last updated: Sunday, January 29, 2023, 02:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7253 | 7253080.00 | |
| 0.0247 | 246920.00 | |
| 0.5000 | 5000000.00 | |
| 0.1101 | 1101060.00 | |
| 0.0492 | 492010.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Jan 2, 1990 to Jan 28, 2023
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