US Dollar to Mexican Peso AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.02%
increased by 5.30%
1 Week
12.01%
increased by 5.29%
1 Month
11.99%
increased by 5.27%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 5.99 | |
| 0.1311 | 38.45 | |
| 0.8562 | 323.21 | |
| -0.1889 | -12.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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