Mexican Peso EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.19%
increased by 0.32%
1 Week
7.37%
increased by 0.50%
1 Month
8.03%
increased by 1.16%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0246 | -16.76 | |
| 0.2062 | 40.52 | |
| 0.9680 | 798.66 | |
| 0.0886 | 19.34 |
Estimation Period:
May 31, 1995 to Jun 12, 2026
May 31, 1995 to Jun 12, 2026
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