Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:8.36% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1396 | 5.96 | |
| 0.1348 | 7.02 | |
| 0.8377 | 45.92 | |
| 0.0030 | 4.41 | |
| -0.0042 | -4.94 |
Estimation Period:
May 31, 1995 to Jan 23, 2026
May 31, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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