Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.68%
decreased by 0.24%
1 Week
5.89%
decreased by 0.03%
1 Month
6.57%
increased by 0.65%
Analysis last updated: Monday, July 6, 2026 at 07:12 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 | |
| 0.1751 | 26.73 | |
| 0.8631 | 307.92 | |
| -0.1207 | -15.43 |
Estimation Period:
May 31, 1995 to Jul 3, 2026
May 31, 1995 to Jul 3, 2026
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