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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.6675 | 6,674,920.00 | |
| 0.0825 | 825,080.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.0086 | 8.99 | |
| 0.1640 | 8.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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