US Dollar to Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.72%
decreased by 0.40%
1 Week
6.87%
decreased by 0.25%
1 Month
7.36%
increased by 0.24%
Analysis last updated: Sunday, June 14, 2026 at 01:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 18.83 | |
| 0.1909 | 13.66 | |
| 0.8552 | 304.13 | |
| -0.1286 | -8.21 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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