US Dollar to Mexican Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.10% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0320 | -10.67 | |
| 0.2006 | 41.87 | |
| 0.9624 | 295.40 | |
| 0.1022 | 10.11 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies