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 15th, 2026
1 Day
0.57%
decreased by 2.68%
1 Week
176,398,128,561,501.47%
increased by 176,398,128,561,498.22%
1 Month
20,024,553,927,615,967,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 20,024,553,927,615,967,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7203 | 7,202,850.00 | |
| 0.0297 | 297,150.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.0083 | 30,083,130.00 | |
| 0.0412 | 412,330.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Mexican Peso Analyses
Other MF2-GARCH Analyses on Currencies