US Dollar to Mexican Peso MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
2.59%
decreased by 1.47%
1 Week
3,252,460,816,059,126,300,000,000,000,000.00%
increased by 3,252,460,816,059,126,300,000,000,000,000.00%
1 Month
99,041,094,501,222,080,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 99,041,094,501,222,080,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3368 | 3,368,470.00 | |
| 0.4132 | 4,131,530.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0289 | 288,810.00 | |
| 0.3131 | 3,130,670.00 | |
| 0.0000 | 100.00 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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