Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
6.79%
decreased by 0.36%
1 Week
6.92%
decreased by 0.23%
1 Month
7.38%
increased by 0.23%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.0079 | 29.87 | |
| 0.1771 | 26.78 | |
| 0.8618 | 304.85 | |
| -0.1220 | -15.46 |
Estimation Period:
May 31, 1995 to May 8, 2026
May 31, 1995 to May 8, 2026
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