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	param	t-stat
$ω$	1.1371	6.01
$α$	0.1353	6.98
$β$	0.8368	45.35
$γ_{1}$	0.0030	4.51
$γ_{2}$	-0.0043	-5.05

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:6.77% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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