Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
7.53%
decreased by 0.28%
1 Week
7.89%
increased by 0.08%
1 Month
9.01%
increased by 1.20%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1305 | 6.06 | |
| 0.1338 | 7.00 | |
| 0.8381 | 45.88 | |
| 0.0030 | 4.53 | |
| -0.0042 | -5.07 |
Estimation Period:
May 31, 1995 to Apr 17, 2026
May 31, 1995 to Apr 17, 2026
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