Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:6.22% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8006 | 3.38 | |
| 0.1407 | 7.34 | |
| 0.8215 | 41.96 | |
| -0.0113 | -0.23 | |
| -0.0024 | -0.03 | |
| 0.0200 | 0.48 | |
| 0.0249 | 0.85 | |
| -0.0803 | -3.37 | |
| 0.1064 | 4.66 | |
| -0.1124 | -4.44 | |
| 0.0850 | 3.00 | |
| -0.0389 | -1.88 | 
Estimation Period:
May 31, 1995 to Oct 24, 2025
May 31, 1995 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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