Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
8.34%
decreased by 0.37%
1 Week
8.39%
decreased by 0.32%
1 Month
8.57%
decreased by 0.14%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 29.80 | |
| 0.1770 | 26.72 | |
| 0.8619 | 304.88 | |
| -0.1212 | -15.32 |
Estimation Period:
May 31, 1995 to Apr 10, 2026
May 31, 1995 to Apr 10, 2026
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