Mexican Peso AGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
7.38%
decreased by 0.42%
1 Week
7.51%
decreased by 0.29%
1 Month
7.95%
increased by 0.15%
Analysis last updated: Sunday, May 3, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 10.56 | |
| 0.1209 | 36.18 | |
| 0.8552 | 279.93 | |
| -0.2134 | -30.03 |
Estimation Period:
May 31, 1995 to May 1, 2026
May 31, 1995 to May 1, 2026
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