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, May 25th, 2026
1 Day
0.25%
decreased by 1.78%
1 Week
3,687,035,492,099,309,000,000.00%
increased by 3,687,035,492,099,309,000,000.00%
1 Month
2,213,077,856,741,601,700,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 2,213,077,856,741,601,700,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, May 24, 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 | ||
| 0.7359 | 7,359,420.00 | |
| 0.0141 | 140,580.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.8759 | 8,759,480.00 | |
| 0.0304 | 303,780.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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