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	param	t-stat
$ω$	0.8739	4.45
$α$	0.1358	7.49
$β$	0.8270	43.66
$γ_{1}$	0.0087	0.30
$γ_{2}$	-0.0392	-0.91
$γ_{3}$	0.0776	2.63
$γ_{4}$	-0.0875	-3.43
$γ_{5}$	0.0802	3.55
$γ_{6}$	-0.0763	-3.13
$γ_{7}$	0.0603	2.26
$γ_{8}$	-0.0560	-1.45

V-Lab

Mexican Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:13.02% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mexican Peso Analyses