Trends and forecasts of the main atmospheric pollutants (O3, SO2, NO2, CO, PM10, PM2.5, NO and NOX) are estimated by regions of the Metropolitan Zone of Mexico City (MZMC), with maximum daily data from 2008 to 2018. A nonparametric statistical smoothing controlled technique based on the Hodrick and Prescott filter and estimated through the Kalman filter, is used. Both point and interval estimates, as well as their respective forecasts are generated. The estimates against the Environmental Standard for Mexico City (NADF-009-AIRE-2017) are compared, and it is evident that, in general, they are still distant from good air quality in the MZMC, as opposed to CO and NO2. The remaining pollutants have trends and forecasts, which are far from the permissible limits.