Mexican Peso AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.47%
increased by 4.68%
1 Week
11.40%
increased by 4.61%
1 Month
11.15%
increased by 4.36%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 10.42 | |
| 0.1198 | 36.17 | |
| 0.8563 | 282.32 | |
| -0.2144 | -30.01 |
Estimation Period:
May 31, 1995 to Jun 12, 2026
May 31, 1995 to Jun 12, 2026
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