US Dollar to Mexican Peso GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
8.17%
decreased by 0.57%
1 Week
8.28%
decreased by 0.46%
1 Month
8.69%
decreased by 0.05%
Analysis last updated: Sunday, June 7, 2026 at 01:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 9.82 | |
| 0.1387 | 29.32 | |
| 0.8476 | 253.99 |
Estimation Period:
May 30, 1990 to Jun 5, 2026
May 30, 1990 to Jun 5, 2026
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