Mexican Peso EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
6.75%
decreased by 0.36%
1 Week
6.95%
decreased by 0.16%
1 Month
7.68%
increased by 0.57%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0248 | -16.76 | |
| 0.2074 | 40.55 | |
| 0.9678 | 795.89 | |
| 0.0887 | 19.34 |
Estimation Period:
May 31, 1995 to May 1, 2026
May 31, 1995 to May 1, 2026
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