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 Tuesday, July 7th, 2026
1 Day
0.20%
decreased by 2.20%
1 Week
0.20%
decreased by 2.20%
1 Month
0.18%
decreased by 2.22%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.5106 | 5,106,280.00 | |
| 0.2394 | 2,393,720.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1878 | 1,878,300.00 | |
| 0.1732 | 1,732,410.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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