Mexican Peso Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.12%
decreased by 0.45%
1 Week
7.29%
decreased by 0.28%
1 Month
7.81%
increased by 0.24%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8684 | 4.54 | |
| 0.1341 | 7.45 | |
| 0.8276 | 43.67 | |
| 0.0083 | 0.30 | |
| -0.0383 | -0.93 | |
| 0.0771 | 2.73 | |
| -0.0885 | -3.64 | |
| 0.0818 | 3.83 | |
| -0.0783 | -3.39 | |
| 0.0630 | 2.43 | |
| -0.0599 | -1.55 |
Estimation Period:
May 31, 1995 to Jun 12, 2026
May 31, 1995 to Jun 12, 2026
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