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 Tuesday, July 7th, 2026
1 Day
0.00%
decreased by 3.16%
1 Week
0.00%
decreased by 3.16%
1 Month
0.00%
decreased by 3.16%
Analysis last updated: Monday, July 6, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4383 | 4,382,540.00 | |
| 0.3117 | 3,117,460.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0286 | 14.35 | |
| 0.3094 | 13.46 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Jul 3, 2026
May 30, 1990 to Jul 3, 2026
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