Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
8.43%
decreased by 0.20%
1 Week
8.47%
decreased by 0.16%
1 Month
8.64%
increased by 0.01%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 29.76 | |
| 0.1771 | 26.75 | |
| 0.8618 | 304.40 | |
| -0.1218 | -15.42 |
Estimation Period:
May 31, 1995 to May 1, 2026
May 31, 1995 to May 1, 2026
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