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	param	t-stat
$ω$	1.1396	5.96
$α$	0.1351	7.01
$β$	0.8373	45.74
$γ_{1}$	0.0030	4.44
$γ_{2}$	-0.0042	-4.97

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:8.26% (+1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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