Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
7.11%
increased by 0.13%
1 Week
7.52%
increased by 0.54%
1 Month
8.75%
increased by 1.77%
Analysis last updated: Friday, April 24, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1296 | 6.07 | |
| 0.1341 | 7.01 | |
| 0.8378 | 45.84 | |
| 0.0030 | 4.50 | |
| -0.0042 | -5.04 |
Estimation Period:
May 31, 1995 to Apr 24, 2026
May 31, 1995 to Apr 24, 2026
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