Mexican Peso APARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
7.93%
decreased by 0.14%
1 Week
8.03%
decreased by 0.04%
1 Month
8.39%
increased by 0.32%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 24.75 | |
| 0.1126 | 34.77 | |
| 0.8723 | 283.69 | |
| -0.3259 | -23.34 | |
| 1.6815 | 41.34 |
Estimation Period:
May 31, 1995 to Apr 10, 2026
May 31, 1995 to Apr 10, 2026
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