US Dollar to Mexican Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.64% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 9.77 | |
| 0.1415 | 29.32 | |
| 0.8448 | 248.11 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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