Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.33%
decreased by 0.32%
1 Week
6.50%
decreased by 0.15%
1 Month
7.04%
increased by 0.39%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 29.82 | |
| 0.1768 | 26.77 | |
| 0.8621 | 305.48 | |
| -0.1219 | -15.48 |
Estimation Period:
May 31, 1995 to May 22, 2026
May 31, 1995 to May 22, 2026
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