Mexican Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:27.20% (+17.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3825 | 3,825,000.00 | |
| 0.3675 | 3,675,000.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1241 | 6.41 | |
| 0.5100 | 5.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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