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	param	t-stat
$ω$	0.8244	3.57
$α$	0.1391	7.39
$β$	0.8225	42.35
$γ_{1}$	-0.0036	-0.08
$γ_{2}$	-0.0138	-0.20
$γ_{3}$	0.0267	0.66
$γ_{4}$	0.0199	0.68
$γ_{5}$	-0.0770	-3.23
$γ_{6}$	0.1066	4.68
$γ_{7}$	-0.1230	-4.87
$γ_{8}$	0.1204	3.63
$γ_{9}$	-0.1387	-3.03

V-Lab

Mexican Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:8.03% (+0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses