Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.91%
decreased by 0.46%
1 Week
7.98%
decreased by 0.39%
1 Month
8.23%
decreased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 29.76 | |
| 0.1764 | 26.75 | |
| 0.8623 | 305.88 | |
| -0.1217 | -15.47 |
Estimation Period:
May 31, 1995 to Jun 5, 2026
May 31, 1995 to Jun 5, 2026
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