US Dollar to Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.03% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0319 | -10.64 | |
| 0.2009 | 41.80 | |
| 0.9624 | 295.84 | |
| 0.1022 | 10.09 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
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