Mexican Peso Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
8.25%
increased by 0.24%
1 Week
8.34%
increased by 0.33%
1 Month
8.60%
increased by 0.59%
Analysis last updated: Friday, May 1, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8687 | 4.49 | |
| 0.1349 | 7.46 | |
| 0.8274 | 43.66 | |
| 0.0083 | 0.30 | |
| -0.0384 | -0.91 | |
| 0.0772 | 2.68 | |
| -0.0880 | -3.54 | |
| 0.0812 | 3.70 | |
| -0.0777 | -3.28 | |
| 0.0621 | 2.35 | |
| -0.0583 | -1.48 |
Estimation Period:
May 31, 1995 to May 1, 2026
May 31, 1995 to May 1, 2026
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