Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:1.01% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7448 | 7,448,330.00 | |
| 0.0052 | 51,670.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0434 | 434,260.00 | |
| 0.0000 | 100.00 | |
| 0.9931 | 9,931,140.00 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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