Mexican Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
10.31%
decreased by 0.38%
1 Week
10.45%
decreased by 0.24%
1 Month
10.92%
increased by 0.23%
Analysis last updated: Friday, April 3, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1322 | 6.05 | |
| 0.1343 | 7.00 | |
| 0.8376 | 45.76 | |
| 0.0030 | 4.52 | |
| -0.0042 | -5.07 |
Estimation Period:
May 31, 1995 to Apr 3, 2026
May 31, 1995 to Apr 3, 2026
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