US Dollar to Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.74% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 9.78 | |
| 0.1415 | 29.34 | |
| 0.8448 | 247.87 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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