US Dollar to Mexican Peso EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.18%
increased by 0.18%
1 Week
7.37%
increased by 0.37%
1 Month
8.03%
increased by 1.03%
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 | |
|---|---|---|
| -0.0313 | -10.49 | |
| 0.1971 | 42.18 | |
| 0.9631 | 292.74 | |
| 0.1024 | 10.27 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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