US Dollar to Mexican Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.58% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 18.61 | |
| 0.1941 | 13.40 | |
| 0.8523 | 296.15 | |
| -0.1291 | -7.89 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Currencies