Mexican Peso EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
7.68%
decreased by 0.04%
1 Week
7.85%
increased by 0.13%
1 Month
8.43%
increased by 0.71%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0248 | -16.78 | |
| 0.2071 | 40.58 | |
| 0.9678 | 795.90 | |
| 0.0889 | 19.39 |
Estimation Period:
May 31, 1995 to May 15, 2026
May 31, 1995 to May 15, 2026
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