US Dollar to Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6,984.50% (-528.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8527 | 5.56 | |
| 0.0539 | 102.39 | |
| 0.9990 | 6,283.02 | |
| 2.0000 | 1,000,000.50 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
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