Mexican Peso Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
6.70%
decreased by 0.06%
1 Week
6.88%
increased by 0.12%
1 Month
7.44%
increased by 0.68%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8656 | 4.51 | |
| 0.1345 | 7.46 | |
| 0.8274 | 43.63 | |
| 0.0083 | 0.30 | |
| -0.0384 | -0.93 | |
| 0.0773 | 2.72 | |
| -0.0885 | -3.63 | |
| 0.0819 | 3.81 | |
| -0.0787 | -3.40 | |
| 0.0642 | 2.47 | |
| -0.0640 | -1.65 |
Estimation Period:
May 31, 1995 to Jun 5, 2026
May 31, 1995 to Jun 5, 2026
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