Mexican Peso GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
7.79%
decreased by 0.49%
1 Week
7.91%
decreased by 0.37%
1 Month
8.33%
increased by 0.05%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 25.61 | |
| 0.1273 | 33.88 | |
| 0.8593 | 257.98 |
Estimation Period:
May 31, 1995 to Apr 17, 2026
May 31, 1995 to Apr 17, 2026
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