US Dollar to Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.53%
decreased by 0.26%
1 Week
5.75%
decreased by 0.04%
1 Month
6.48%
increased by 0.69%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 18.79 | |
| 0.1903 | 13.66 | |
| 0.8555 | 304.65 | |
| -0.1282 | -8.21 |
Estimation Period:
May 30, 1990 to Jul 3, 2026
May 30, 1990 to Jul 3, 2026
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