US Dollar to Mexican Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.25%
decreased by 0.35%
1 Week
6.42%
decreased by 0.18%
1 Month
7.02%
increased by 0.42%
Analysis last updated: Sunday, May 24, 2026 at 01:34 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 | |
| 0.1921 | 13.66 | |
| 0.8544 | 302.22 | |
| -0.1295 | -8.21 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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