Mexican Peso GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
6.56%
decreased by 0.31%
1 Week
6.73%
decreased by 0.14%
1 Month
7.34%
increased by 0.47%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 25.65 | |
| 0.1261 | 33.93 | |
| 0.8603 | 260.63 |
Estimation Period:
May 31, 1995 to Jun 12, 2026
May 31, 1995 to Jun 12, 2026
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