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	param	t-stat
$ω$	0.8397	4.33
$α$	0.1351	7.47
$β$	0.8279	44.05
$γ_{1}$	0.0004	0.01
$γ_{2}$	-0.0252	-0.60
$γ_{3}$	0.0664	2.31
$γ_{4}$	-0.0767	-3.13
$γ_{5}$	0.0693	3.23
$γ_{6}$	-0.0636	-2.82
$γ_{7}$	0.0400	1.84
$γ_{8}$	-0.0125	-0.86

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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