US Dollar to Mexican Peso APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.94%
decreased by 0.57%
1 Week
8.11%
decreased by 0.40%
1 Month
8.72%
increased by 0.21%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 10.77 | |
| 0.1263 | 32.91 | |
| 0.8731 | 324.83 | |
| -0.4108 | -13.71 | |
| 1.3152 | 36.13 |
Estimation Period:
May 30, 1990 to Jun 5, 2026
May 30, 1990 to Jun 5, 2026
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