Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.77%
decreased by 0.36%
1 Week
6.91%
decreased by 0.22%
1 Month
7.36%
increased by 0.23%
Analysis last updated: Sunday, June 14, 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 | 29.77 | |
| 0.1757 | 26.76 | |
| 0.8628 | 307.39 | |
| -0.1212 | -15.46 |
Estimation Period:
May 31, 1995 to Jun 12, 2026
May 31, 1995 to Jun 12, 2026
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