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, June 15th, 2026
1 Day
0.20%
decreased by 5.09%
1 Week
0.20%
decreased by 5.09%
1 Month
0.20%
decreased by 5.09%
Analysis last updated: Sunday, June 14, 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 | ||
| 0.6331 | 6,331,000.00 | |
| 0.1169 | 1,169,000.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2108 | 2,107,560.00 | |
| 0.0996 | 995,920.00 | |
| 0.0000 | 100.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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