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V-Lab

Mexican Peso MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 8th, 2026

1 Day

0.36%

decreased by 3.24%

1 Week

0.45%

decreased by 3.15%

1 Month

0.67%

decreased by 2.93%

Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC

Date Range:

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graph of Mexican Peso MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time