US Dollar to Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.58% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 9.80 | |
| 0.1417 | 29.37 | |
| 0.8445 | 247.57 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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