US Dollar to Mexican Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69,147.30%
decreased by 8,061.25%
1 Week
69,078.20%
decreased by 8,130.35%
1 Month
68,802.90%
decreased by 8,405.65%
Analysis last updated: Sunday, June 14, 2026 at 01:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7693 | 5.42 | |
| 0.0788 | 124.43 | |
| 0.9990 | 6,363.06 | |
| 2.0000 | 142,857.14 |
Estimation Period:
May 30, 1990 to Jun 14, 2026
May 30, 1990 to Jun 14, 2026
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