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	param	t-stat
$ω$	1.1349	6.03
$α$	0.1346	7.00
$β$	0.8374	45.67
$γ_{1}$	0.0030	4.53
$γ_{2}$	-0.0042	-5.08

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:15.03% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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